A Systemic Importance Score for Identifying Systemically Important Banks

Yanzhen Yao, Xiaoqian Zhu, Lu Wei, Jianping Li. A Systemic Importance Score for Identifying Systemically Important Banks. In Luiz Flávio Autran Monteiro Gomes, Raul Colcher, Peter Wolcott, Enrique Herrera-Viedma, Yong Shi, editors, Proceedings of the Third International Conference on Information Technology and Quantitative Management, ITQM 2015, Exploring Data Science in IT and Quantitative Management, Rio De Janeiro, Brazil, July 21-24, 2015. Volume 55 of Procedia Computer Science, pages 72-81, Elsevier, 2015. [doi]

Abstract

Abstract is missing.