Bank leverage and systemic risk: Impact of bank risk‐taking and inter‐bank business

In order to prevent and resolve systemic risk more effectively through deleveraging policy, this research takes China A‐share listed commercial banks from 2011 to 2021 as samples, calculates the systemic risk spillover through the conditional value at risk model, re‐estimates the leverage ratio with...

Full description

Saved in:
Bibliographic Details
Published in:International journal of finance and economics 2025-04, Vol.30 (2), p.1450-1474
Main Authors: Zhang, Xiaoming, Zhang, Wenzhe, Lee, Chien‐Chiang
Format: Article
Language:English
Subjects:
Bank leverage ratio
China
systemic risk spillover
ΔCoVaR
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!