Proceedings of the 2nd International Conference on Education Science and Social Development (ESSD 2019)

A Study on the Measurement of Systemic Financial Risk and Spillover Effect of Financial Institutions

Authors
Ruifeng Bai, Tai Wang
Corresponding Author
Ruifeng Bai
Available Online July 2019.
DOI
10.2991/essd-19.2019.130How to use a DOI?
Keywords
systemic financial risk, spillover effect, conditional value at risk
Abstract

Systemic financial risk has a great impact on the financial system and the real economy. Academia and regulators pay more and more attention to it. This paper measures systemic financial risk and spillover effect of financial institutions by using the conditional value at risk model based on Quantile regression, and uses panel regression model to analyse the influencing factors of spillover effect, and then it draws conclusions and puts forward recommendations further.

Copyright
© 2019, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2nd International Conference on Education Science and Social Development (ESSD 2019)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
July 2019
ISBN
978-94-6252-758-4
ISSN
2352-5398
DOI
10.2991/essd-19.2019.130How to use a DOI?
Copyright
© 2019, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Ruifeng Bai
AU  - Tai Wang
PY  - 2019/07
DA  - 2019/07
TI  - A Study on the Measurement of Systemic Financial Risk and Spillover Effect of Financial Institutions
BT  - Proceedings of the 2nd International Conference on Education Science and Social Development (ESSD 2019)
PB  - Atlantis Press
SP  - 588
EP  - 592
SN  - 2352-5398
UR  - https://doi.org/10.2991/essd-19.2019.130
DO  - 10.2991/essd-19.2019.130
ID  - Bai2019/07
ER  -