|
| Parameter | Description | Value |
|
| Maturity of interbank short-term loans | 1 |
| Maturity of bank-firm short-term loans | 1 |
| Maturity of bank short-term investments | 1 |
| Maturity of short-term deposits | 1 |
| Maturity of firm short-term investments | 1 |
| Ratio of interbank short-term loans | 0.5 |
| Ratio of bank short-term investments | 0.5 |
| Short-term volatility of deposits | 0.3 |
| Labor wage for producing products | 2 |
| Risk-free interest rate | 0.025 |
| Sensitivity of the short-term lending rate | 0.1 |
| Firm comprehensive technical level | 1.2 |
| Stock common risk factor variance | 0.06 |
| Selection ratio of risk assets | 0.01 |
| Default amplification factor | 0.1 |
| Maturity of interbank long-term loans | 10 |
| Maturity of bank-firm long-term loans | 10 |
| Maturity of bank long-term investments | 10 |
| Maturity of long-term deposits | 10 |
| Maturity of firm long-term investments | 10 |
| Ratio of bank-firm short-term loans | 0.5 |
| Ratio of firm short-term investments | 0.5 |
| Long-term volatility of deposits | 0.5 |
| Product price per unit output | (0.5, 2.5) |
| Deposit reserve ratio | 0.2 |
| Sensitivity of the long-term lending rate | 0.2 |
| Firm capital output elasticity coefficient | 0.8 |
| Stock idiosyncratic risk factor variance | 0.03 |
| Selection ratio of creditor banks | 0.3 |
|
