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Table 8 Time-series characteristics of systemic vulnerability of different financial institutions from 2017 to 2021

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