Quantitative measurement and analysis of FinTech risk in China
Bibliographic Data
| ID | 15066352 |
|---|---|
| Authors | Cangshu Li (Development Research Center of the State Council, corresponding author) |
| Year | 2022 |
| Volume | 35 |
| Issue | 1 |
| Pages | 2596-2614 |
| Publication date | 2022-12-31 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Economic Research-Ekonomska Istraživanja (JOURNAL) |
| Journal identifiers | ISSN: 1331-677X • E-ISSN: 1848-9664 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1080/1331677x.2021.1970606 |
| OpenAlex | W3200390313 |
| Language | EN |
| Citations received | 1 |
| References cited | 22 |
This study took online lending as the main research object to quantitatively measure FinTech risk in China. A theoretical model was built to analyse the relationship between the assets and liabilities of peer-to-peer platforms and the risk of the entire online lending industry. The conditional value at risk method was used to measure the risk spillover effect of the online lending industry and the different types of platforms. Index smoothing and moving average were used to examine risk contagion. When the risk rate of the portfolio of the platform generally increases, the systemic risk of the whole industry also increases, and if the systemic risk of the industry spreads to the portfolio of the platform, it could affect the stability of the capital flow of the platform, and then affect the risk expectation of the platform itself. Most platforms with risk concerns were private. Banking platforms and public platforms were greatly affected by market risk; however, their own risks had relatively little impact on the overall market. The greater the market risk, the more platforms become risk platforms, and the smaller the impact on transition platforms. Regulatory sandboxes may be an effective means of preventing and controlling Fintech risks
Actuarial science · Business · China · Economics · Expected shortfall · Financial risk management · Market risk · Microeconomics · Portfolio · Risk management · Specific risk · Spillover effect · Systemic risk · Value at risk · Blockchain Technology Applications and Security · FinTech, Crowdfunding, Digital Finance · Private Equity and Venture Capital · Finance
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| Citations per year | 0.25 |
|---|---|
| Citation span | 2022 - 2022 (1) |
| Highly cited | No |