Review Article

Identifying Systemically Important Banks and Firms Based on a Multilayer DebtRank Model

Table 1

Bank balance sheet construction.

AssetsLiabilities

Interbank short-term loans Interbank short-term borrowings
Interbank long-term loans Interbank long-term borrowings
Firm short-term loans Short-term deposits
Firm long-term loans Long-term deposits
Short-term investments ā€‰
Long-term investments Net assets
Liquid assets ā€‰