Research Article
Domestic Systemically Important Banks: A Quantitative Analysis for the Chinese Banking System
Table 10
Changes of lower tail-dependence coefficients (the subprime crisis).
| | | ICBC | CCB | BOC | BOCOM | D-SIBs |
| | BBJ | −7.59% | −3.47% | 0.31% | 0.47% | −2.96% | | HXB | 2.71% | 7.58% | 14.45% | 2.09% | 7.22% | | CMBC | −1.52% | 0.59% | 4.34% | −5.26% | 0.19% | | BNJ | 1.71% | 1.64% | 5.45% | 1.35% | 2.36% | | BNB | 14.61% | 17.39% | 13.88% | 3.53% | 15.00% | | SDB | −15.91% | 0.06% | −5.78% | −5.96% | −6.53% | | SPDB | 0.39% | 8.85% | 15.26% | 6.33% | 7.00% | | IBC | −2.12% | 13.11% | 7.91% | 10.67% | 7.47% | | CMB | −5.02% | 6.87% | 9.79% | 0.44% | 4.36% | | CITIC | −2.92% | 1.74% | −1.85% | −4.70% | 0.80% |
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