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- W2361220506 abstract "Systemic risk measurement methods generally includes matrix model,network model,default rates strength model.The most important factor in measurement of systemic risks in subprime mortgage crisis is credit risk caused by the systematic risk which conducted from the integrated system of risk management institutions.The measurement of systemic risk vary greatly in different ways,each method has its own flaws.Systemic risk of Chinese banking system risk mainly from credit expansion,and thus matrix method and the network method is suitable for reality.Matrix method has been initially applied in China,and still needs further improvement." @default.
- W2361220506 created "2016-06-24" @default.
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- W2361220506 date "2011-01-01" @default.
- W2361220506 modified "2023-09-28" @default.
- W2361220506 title "Comparative of Measuring Methods to Systemic Financial Risk" @default.
- W2361220506 hasPublicationYear "2011" @default.
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