Abstract
This paper uses coefficient of variation method and dynamic CoVar model to measure the level of interest rate liberalization and the systemic risk of commercial banks, and then based on the quarterly panel data of 14 listed commercial banks from the first quarter of 2009 to the fourth quarter of 2018, it empirically analyzes the impact of interest rate marketization process on the systemic risk of commercial banks. The results show that: the process of interest rate liberalization in China has significantly increased the overall systemic risk of commercial banks, and the robustness test further supports this conclusion.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: DEStech Transactions on Economics, Business and Management
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
