Unraveling Double Shocks: An In-Depth Analysis of Risk Contagion in China’s Inter-Bank Market
Journal of the Knowledge Economy(2024)
摘要
In an era marked by intricate financial networks and evolving market dynamics, this research delves into the labyrinth of risk contagion in China’s inter-bank market to enhance financial stability. Focusing on the double shocks of counterparty breach and liquidity crisis, we scrutinize the systemic vulnerabilities and financial implications for both systemically and non-systemically important banks. Our study employs a comprehensive simulation approach, utilizing data from 157 banks in 2021, covering most Chinese provinces and representing approximately 80
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关键词
Risk contagion,Inter-bank market,Double shocks,Financial system stability,Regulatory metrics,Chinese banking sector
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