Domestic Systemically Important Banks: A Quantitative Analysis for the Chinese Banking System

Table 8

Lower tail-dependence coefficients before the subprime crisis.

	ICBC	CCB	BOC	BOCOM	D-SIBs
BBJ	0.699	0.733	0.684	0.712	0.749
HXB	0.692	0.692	0.635	0.710	0.716
CMBC	0.716	0.744	0.709	0.776	0.772
BNJ	0.679	0.723	0.681	0.694	0.738
BNB	0.653	0.667	0.673	0.684	0.699
SDB	0.717	0.719	0.693	0.744	0.756
SPDB	0.665	0.681	0.588	0.698	0.697
IBC	0.697	0.677	0.627	0.695	0.711
CMB	0.740	0.728	0.662	0.762	0.756
CITIC	0.756	0.785	0.785	0.769	0.810