The Assessment of Systemic Risk in the Kenyan Banking Sector

The present paper aims to assess the systemic risk of the Kenyan banking system. We propose a theoretical framework to reveal the time evolution of the systemic risk using sequences of financial data and use the framework to assess the systemic risk of the Kenyan banking system that is regarded as t...

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Bibliographic Details
Main Authors: Hong Fan, Allan Alvin Lee Lukaya Amalia, Qian Qian Gao
Format: Article
Language:English
Published: Wiley 2018-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2018/8767836
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