Temperature variability, natural disasters and bank systemic risk: Evidence from Chinese city commercial banks

Daoping Wang, Yichun Wang and Yangjingzhuo Liu

Economics Letters, 2024, vol. 242, issue C

Abstract: This paper examines the impact of temperature variability on bank systemic risk and the mediating effect of natural disasters. By employing data of 105 Chinese city commercial banks and 30 provinces from 2008 to 2020, we find a positive relationship between temperature variability and bank systemic risk, as well as the mediating effect of natural disasters. Moreover, heterogeneity analysis demonstrates that the relationship between temperature variability and bank systemic risk is only significant for banks in regions with small seasonal temperature differences and southern provinces of China.

Keywords: Temperature variability; Bank systemic risk; Natural disasters; City commercial banks (search for similar items in EconPapers)
JEL-codes: G21 Q54 (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003306

DOI: 10.1016/j.econlet.2024.111846

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