Skip to main content
EPJ Data Science

Table 6 Cross-sectional characteristics of systemic vulnerability of 56 financial institutions

From: Identifying the systemic importance and systemic vulnerability of financial institutions based on portfolio similarity correlation network

Financial institution

Systemic importance ranking

Portfolio similarity ranking

Mean

St. dev

Min

Max

CMBC

1

1

0.05613

0.10032

0.00206

0.25673

ABC

2

7

0.05425

0.09661

0.00212

0.24743

CEB

3

2

0.05394

0.09606

0.00204

0.24601

BC

4

5

0.04771

0.08505

0.00183

0.21777

CCB

5

4

0.04576

0.08068

0.00200

0.20708

ICBC

6

3

0.04530

0.08027

0.00182

0.20580

PAB

7

24

0.03863

0.06751

0.00197

0.17362

JSB

8

18

0.03815

0.06412

0.00214

0.16629

HZB

9

11

0.03783

0.06078

0.00266

0.15917

WRCB

10

17

0.03777

0.06297

0.00231

0.16360

SPDB

11

20

0.03744

0.06400

0.00197

0.16538

SUCB

12

22

0.03712

0.06282

0.00211

0.16269

BCC

13

6

0.03683

0.06232

0.00201

0.16142

HXB

14

23

0.03396

0.05716

0.00212

0.14822

BOSC

15

16

0.03329

0.05514

0.00215

0.14345

CMB

16

9

0.03325

0.05646

0.00170

0.14612

CSB

17

19

0.03310

0.05613

0.00189

0.14528

NJBK

18

14

0.03257

0.05298

0.00230

0.13843

JRCB

19

15

0.03235

0.05336

0.00211

0.13895

NBB

20

10

0.03164

0.05011

0.00221

0.13156

GYB

21

8

0.03146

0.05254

0.00216

0.13643

SUCB

22

13

0.03130

0.05291

0.00204

0.13705

IBC

23

12

0.03064

0.05112

0.00196

0.13282

BJBC

24

21

0.03049

0.05053

0.00174

0.13147

Subtotal

–

–

0.03837

0.01534

0.00170

0.25673

SS

1

27

0.00848

0.01483

0.00023

0.03811

DXS

2

16

0.00767

0.01255

0.00033

0.03268

GFS

3

13

0.00725

0.01203

0.00033

0.03125

HTS

4

25

0.00661

0.01214

0.00009

0.03089

GYS

5

18

0.00648

0.01088

0.00035

0.02819

DFZQ

6

26

0.00612

0.00974

0.00032

0.02552

IS

7

4

0.00608

0.01061

0.00017

0.02727

EBSCN

8

11

0.00599

0.01031

0.00011

0.02657

FS

9

14

0.00578

0.01000

0.00035

0.02576

SHS

10

2

0.00566

0.00949

0.00014

0.02460

NS

11

23

0.00551

0.00962

0.00002

0.02469

CGS

12

9

0.00539

0.00915

0.00029

0.02367

CMS

13

3

0.00509

0.00889

0.00013

0.02286

GSS

14

5

0.00497

0.00884

0.00011

0.02263

CJS

15

10

0.00456

0.00772

0.00016

0.01999

SCS

16

8

0.00431

0.00736

0.00006

0.01899

SWSC

17

7

0.00412

0.00713

0.00012

0.01837

SXS

18

15

0.00379

0.00711

0.00002

0.01801

CCSC

19

21

0.00377

0.00674

0.00004

0.01723

HTSC

20

22

0.00375

0.00627

0.00012

0.0162

CITICS

21

12

0.00367

0.0061

0.00015

0.01601

HAS

22

1

0.00360

0.00626

0.00019

0.01611

GTJA

23

6

0.00356

0.00607

0.00016

0.01569

FCSC

24

24

0.00338

0.00593

0.00003

0.01522

SLS

25

20

0.00291

0.00515

0.00005

0.01319

PS

26

19

0.00258

0.00447

0.00004

0.01149

WS

27

17

0.00207

0.00367

0.00002

0.00940

PBG

28

28

0.00140

0.00226

0.00007

0.00591

Subtotal

–

–

0.00480

0.00285

0.00002

0.03811

NCI

1

4

0.03286

0.05369

0.00201

0.13998

CPIC

2

1

0.02670

0.04572

0.00140

0.11805

PAIC

3

2

0.02481

0.04208

0.00138

0.10891

PLICC

4

3

0.02373

0.03863

0.00209

0.10090

Subtotal

–

–

0.02703

0.00560

0.00138

0.13998

Total

–

–

0.02078

0.02950

0.00002

0.25673

Back to article page