DocumentCode
1663266
Title
Notice of Retraction
Banking systemic risk in China: Based on interbank network analysis
Author
GuoHua, Gao
Author_Institution
AnTai College of Economics and Management, Shanghai Jiaotong University, Shanghai China
fYear
2011
Firstpage
1
Lastpage
4
Abstract
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
Based on 61 banks data and network analysis method, this paper estimates the danger of contagion on interbank market in 2009 and calculates the contagion path and capital loss from credit default and liquidity risk aspects. We figure out the systemic important banks and potential contagious banks, which is meaningful for bank stability regulation.
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
Based on 61 banks data and network analysis method, this paper estimates the danger of contagion on interbank market in 2009 and calculates the contagion path and capital loss from credit default and liquidity risk aspects. We figure out the systemic important banks and potential contagious banks, which is meaningful for bank stability regulation.
Keywords
Artificial neural networks; Banking; Economics; Entropy; Fires; Grippers; Marketing and sales; bank systemic risk; contagion; interbank market;
fLanguage
English
Publisher
ieee
Conference_Titel
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location
Shanghai, China
Print_ISBN
978-1-4244-8691-5
Type
conf
DOI
10.1109/ICEBEG.2011.5882787
Filename
5882787
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