Table 2 Risk contagion in China's... | Emerald Publishing

Table 2

Risk contagion in China's banking system under a credit shock

Initial bankruptcy	Default loss rate	Banks in distress
ICBC	delta ≥ 0.77	SSVB
CCB	delta ≥ 0.77	SSVB
ABC	delta ≥ 0.84	SSVB
BOC	0.9>delta ≥ 0.61	SSVB
	delta ≥ 0.9	SSVB, WB
CDB	0.84>delta ≥ 0.58	SSVB
	delta ≥ 0.84	SSVB, WB

Initial bankruptcy	Default loss rate	Banks in distress
ICBC	delta ≥ 0.77	SSVB
CCB	delta ≥ 0.77	SSVB
ABC	delta ≥ 0.84	SSVB
BOC	0.9>delta ≥ 0.61	SSVB
	delta ≥ 0.9	SSVB, WB
CDB	0.84>delta ≥ 0.58	SSVB
	delta ≥ 0.84	SSVB, WB