Research Article

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

Table 4

ABC as the source of risk contagion.

TimeLoss rate1st2nd3rd4th

20050.75CIB, SDB, CEB, SPDBCOCOMHXB, SDBNone
20060.65CIB, SDB, CEB, BOBBOCOM, CMBCHXBNone