From: Identifying the systemic importance and systemic vulnerability of financial institutions based on portfolio similarity correlation network
2017
2018
2019
2020
2021
Bank
0.00852
0.16928
0.00628
0.00572
0.00206
Securities firm
0.00146
0.02131
0.00035
0.00075
0.00016
Insurance company
0.00850
0.11696
0.00451
0.00344
0.00172