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

Table 9

Lower tail-dependence coefficients after the subprime crisis.

	ICBC	CCB	BOC	BOCOM	D-SIBs
BBJ	0.646	0.708	0.686	0.715	0.727
HXB	0.711	0.744	0.726	0.725	0.768
CMBC	0.706	0.748	0.740	0.735	0.773
BNJ	0.691	0.735	0.718	0.703	0.755
BNB	0.748	0.783	0.766	0.709	0.804
SDB	0.603	0.720	0.653	0.700	0.707
SPDB	0.668	0.741	0.677	0.742	0.746
IBC	0.682	0.766	0.677	0.769	0.764
CMB	0.703	0.777	0.727	0.766	0.789
CITIC	0.734	0.799	0.771	0.733	0.816