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Bank Systemic Risk of China:Self-digestion and Its Long-term Effects
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TitleBank Systemic Risk of China:Self-digestion and Its Long-term Effects  
AuthorTong Zhongwen,Fan Conglai and Xie Xiaoyang  
OrganizationFinancial Engineering Research Institute and Business School of Nanjing Normal University;Business School of Nanjing University; Hainan branch of Agricutural Bank of China;; 
Key WordsBank Systemic Risk; Netting Evolution; Macro Pression Test; Self-digestion; The Mystery of Financial Systemic Risk in China 
AbstractBank systemic risk is a continuous process of the economic fluctuation’s accumulation and evolution by the way of the story and credit. But all of these focus on the liquidity fluctuate. The bank systemic risk of China is always high consisting in the higher non-performing loan ratio before 2003 and worsening liquidity by macro pression test. And the self-digestion risk avoids the financial crisis in short, but it brings about the long-term effect including credit expanding, distorting of resources allocating and encouraging and moral risk which are making the bank system more and more fragile. Then the bank systemic risk is growing more severe. 
Serial NumberWP685 
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