The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing

Table 2

BOC as the source of risk contagion.

Time	Loss rate	1st	2nd	3rd	4th	5th
2008	0.95	CIB, SPDB	HXB, SDB, CEB	BOCOM, CMBC, BOB, BON	CMB	None
2009	0.95	CNCB, CEB	HXB, NBCB	SDB	None
2011	0.85	BOB	CIB, CNCB, SPDB	BOCOM, CMBC, HXB, SDB, BON, NBCB	CMB	None
2012	0.95	CIB	SPDB, CMBC, SDB, CEB, NBCP	CNCB, HXB, BOB, BON	None
2013	0.95	BON, NBCB	BOB, SPDB	CEB, HXB	None

Notes: The table presents the results of the risk contagion exercises for BOC, which are reported for five different years when may cause numerous breakdowns. The second column gives the loss rate that will lead to systemic risk. The third to the seventh columns give the failed banks in each round.