Work

Expected default based score for identifying systemically important banks

Year: 2017

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2017.04.023

Authors: Yanzhen Yao, Jianping Li, Xiaoqian Zhu, Lu Wei

Institutions: Chinese Academy of Sciences, University of Chinese Academy of Sciences

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Youth Innovation Promotion Association of the Chinese Academy of Sciences

Awards: G200727021, G2827692842, 考虑多种复杂特性的银行风险相关性建模研究, G4419532464, 货币政策与流动性监管的协调机制研究——基于流动性传导的视角

OpenAlex ID: W2612859638

FWCI: 2.652

Cites: 60

Cited by: 15

Related to: 10