Analyzing Systemic Risk in the Chinese Banking System

November 12, 2015

Are Chinese banks at greater risk than their banking counterparts in the U.S. and Korea? The University of Groningen’s Qiubin Huang, Jakob De Haan and Bert Scholtens examine systemic risk in the Chinese banking system by estimating the conditional value at risk (CoVaR), the marginal expected shortfall (MES), the systemic impact index (SII) and the vulnerability index (VI) for 16 banks in China.

We are a not-for-profit organization and the leading globally recognized membership association for risk managers.

weChat QR code.
red QR code.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2024 Global Association of Risk Professionals