Proceedings of the 2018 2nd International Conference on Management, Education and Social Science (ICMESS 2018)

Research on the Credit Risk and System Risk of Commercial Banks in China after the European Debt Crisis

Authors
Haoran Sang
Corresponding Author
Haoran Sang
Available Online June 2018.
DOI
10.2991/icmess-18.2018.307How to use a DOI?
Keywords
Credit risk; System risk; KMV model
Abstract

In 2009, a sovereign debt crisis affecting the world broke out in Europe. With the development and deepening of the crisis, the European bank’s credit risk and systemic risk were gradually exposed. This article attempts to measure the systemic risk by measuring the beta coefficient of commercial banks in China through William Sharp's single index model, and assess the credit risk by KMV model. After observing the changes in risk research of Chinese listed commercial banks after 2009, we find the credit of China's commercial banks. High risk, systemic risk fluctuates and systemic risk in the past three years is on the rise.

Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2018 2nd International Conference on Management, Education and Social Science (ICMESS 2018)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
June 2018
ISBN
978-94-6252-520-7
ISSN
2352-5398
DOI
10.2991/icmess-18.2018.307How to use a DOI?
Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Haoran Sang
PY  - 2018/06
DA  - 2018/06
TI  - Research on the Credit Risk and System Risk of Commercial Banks in China after the European Debt Crisis
BT  - Proceedings of the 2018 2nd International Conference on Management, Education and Social Science (ICMESS 2018)
PB  - Atlantis Press
SP  - 1396
EP  - 1399
SN  - 2352-5398
UR  - https://doi.org/10.2991/icmess-18.2018.307
DO  - 10.2991/icmess-18.2018.307
ID  - Sang2018/06
ER  -