HIGHLIGHTS
SUMMARY
It constructs a multi-layer financial network system model based on bank-firm credit linkages, bank-asset portfolio linkages, and interbank lending linkages, and investigates the systemic risk of the multi-layer financial network system through numerical simulation. Previous research on systemic risk has focused on single-layer financial networks, such as the interbank lending network, bank-asset portfolio network, and bank-firm credit network. Consequently, the risk losses of banks in the multi-layer financial network bank credit to total assets increases, credit of banks transferred increase, and investsystem areassets first concentrated in . . .
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