An Empirical Analysis on China’s Banking Market Structure and Systemic Financial Risk
- 10.2991/aebmr.k.201211.076How to use a DOI?
- Banking market structure, systemic financial risk, market concentration
For a long time, banking institutions play the most important role in China’s financial system. In the context of three critical battles against major risks, poverty and pollution, how to prevent and defuse systemic financial risk by optimizing the banking market structure has become the concern of scholars and policy makers. In this paper, based on the data from 2008 to 2019, we measure China’s banking structure and systemic financial risk, and find that the competitiveness of China’s banking market is constantly enhanced, while the systemic financial risk fluctuates with the change of economic situation. After cointegration analysis, we believe that there is a long-term equilibrium relationship between banking market structure and systemic financial risk. The reduction of banking concentration will help to reduce systemic financial risk.
- © 2020, 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 - Huadong Xiao PY - 2020 DA - 2020/12/14 TI - An Empirical Analysis on China’s Banking Market Structure and Systemic Financial Risk BT - Proceedings of the Fifth International Conference on Economic and Business Management (FEBM 2020) PB - Atlantis Press SP - 447 EP - 451 SN - 2352-5428 UR - https://doi.org/10.2991/aebmr.k.201211.076 DO - 10.2991/aebmr.k.201211.076 ID - Xiao2020 ER -