Bank Network Centrality and Risk Sharing


Grant Data
Project Title
Bank Network Centrality and Risk Sharing
Principal Investigator
Dr Wang, Zigan   (Principal Investigator (PI))
Duration
36
Start Date
2016-07-01
Amount
509000
Conference Title
Bank Network Centrality and Risk Sharing
Presentation Title
Keywords
Banking, Loan Structure, Network, Risk Sharing, Syndication
Discipline
Finance
Panel
Business Studies (B)
HKU Project Code
27503916
Grant Type
Early Career Scheme (ECS)
Funding Year
2016
Status
Completed
Objectives
1 To conduct extensive review of prior research that is related to our project. This includes the literature of finance, banking and network analysis, with particular focus on the bank loan syndication literature. 2 To construct banking networks and variables that we need to use. 3 To conduct a series of models that capture the key points of the research. 4 To conduct a series of regressions based on the constructed models and cleaned data to understand the effects of business and social networks on the bank loan syndicate structure and on the other measures of risk sharing. 5 To examine different independent variables’ conditional effects on the bank loan syndicate structure. We will include interaction terms of the network indicators and other factors. We will also apply natural experiments.