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The impact of China’s Internet Finance on the banking systemic risk – an empirical study based on the SCCA model and stepwise regression

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  • Chen Zhu
  • Guihong Hua

Abstract

The disorderly development of Internet Finance impacts both the banking industry and the macroeconomy and opens a risk contagion channel, which easily generates the banking systemic risk. Based on current banking systemic risk measured by Systemic Contingent Claims Analysis (SCCA) model and a stepwise regression, we verify the impacts of China’s Internet Finance on the banking industry and predict that the risk will rise in the future.

Suggested Citation

  • Chen Zhu & Guihong Hua, 2020. "The impact of China’s Internet Finance on the banking systemic risk – an empirical study based on the SCCA model and stepwise regression," Applied Economics Letters, Taylor & Francis Journals, vol. 27(4), pages 267-274, February.
    • Handle: RePEc:taf:apeclt:v:27:y:2020:i:4:p:267-274
    DOI: 10.1080/13504851.2019.1613494
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    Cited by:

    1. Chaudhry, Sajid M. & Ahmed, Rizwan & Huynh, Toan Luu Duc & Benjasak, Chonlakan, 2022. "Tail risk and systemic risk of finance and technology (FinTech) firms," Technological Forecasting and Social Change, Elsevier, vol. 174(C).
    2. Zhen Shi & Shijiong Qin & Yung-ho Chiu & Xiaoying Tan & Xiaoli Miao, 2021. "The impact of gross domestic product on the financing and investment efficiency of China’s commercial banks," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-23, December.
    3. Shuting Liu & Qifa Xu & Cuixia Jiang, 2021. "Systemic risk of China’s commercial banks during financial turmoils in 2010-2020: A MIDAS-QR based CoVaR approach," Applied Economics Letters, Taylor & Francis Journals, vol. 28(18), pages 1600-1609, October.

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