Table 4 Index values and comprehensive index intervals of each subsystem.

From: Evaluating financial fragility: a case study of Chinese banking and finance systems

Index

2007

2008

2009

2010

2011

2012

2013

2014

Comprehensive Index of Economic and Environmental Fragility.

A1

14.2

9.7

9.4

10.6

9.6

7.9

7.8

7.4

A2

24.84

29.95

29.95

23.83

12

20.29

19.91

14.73

A3

16.7

17.8

28.5

19.7

13.6

13.8

13.6

12.2

A4

4.8

5.9

−0.7

3.3

5.4

2.6

2.6

2

FA

15.14

14.81

16.79

14.36

10.15

11.15

10.78

9.08

DOF

H

N

N

N

S

S

S

S

A1

7

6.8

6.9

6.7

6.10

2.30

8.10

3.00

A2

9.76

7.91

5.73

0.69

5.40

2.90

4.90

5.10

A3

13.3

11.3

8.1

8.1

8.75

10.08

8.97

11.81

A4

1.4

2

1.6

2.1

2.90

2.50

0.90

2.00

FA

7.87

7

5.58

4.4

5.79

4.45

5.72

5.48

DOF

S

S

S

S

S

S

S

S

Financial Early Warning Fragility Composite Index

B11

59.2

14.9

28.7

21.6

13.4

12.3

11

16.9

B12

69.7

16.7

46

44.7

23.1

22

27.8

41.9

B2

121.12

38.02

69.99

64.40

44.01

42.77

40.32

57.89

B31

133.90

73.32

89.74

30.12

33.24

24.05

26.23

59.78

B32

185.22

78.24

123.42

43.49

37.76

34.08

32.96

47.23

B4

46.48

13.67

23.50

22.01

15.65

12.83

14.43

14.33

FB

102.60

39.14

63.56

37.72

27.86

24.67

25.45

39.67

DOF

D

N

H

N

S

S

S

N

B11

17.6

15.9

16.3

12.5

14.55

16.76

18.02

12.78

B12

52.8

41.2

36.2

20

26.15

34.51

33.03

23.44

B2

77.15

68.02

68.16

47.31

60.10

78.65

80.16

72.60

B31

71.95

25.44

13.98

34.40

34.00

27.15

12.06

18.91

B32

123.52

29.73

15.26

39.70

278.41

160.47

21.02

32.67

B4

33.78

48.51

41.12

35.44

35.05

29.23

27.89

37.19

FB

62.80

38.13

31.84

31.56

74.71

57.80

32.03

32.93

DOF

H

N

S

S

D

H

N

N

Comprehensive Index of Financial Surveillance Fragility

C1

2.64

2.86

2.76

2.72

2.94

3.16

3.28

3.53

C2

2.36

3.29

3.80

2.25

2.33

3.29

3.23

3.00

C3

16.16

15.94

31.74

19.89

14.35

14.96

14.14

13.60

C4

−0.57

0.40

2.23

1.64

1.10

1.62

1.86

1.77

FC

5.15

5.62

10.13

6.63

5.18

5.76

5.63

5.48

DOF

S

S

H

N

S

S

S

S

C1

3.47

3.19

3.11

3.31

3.45

3.49

3.68

3.96

C2

2.96

2.06

1.50

1.50

1.5

1.5

1.5

1.5

C3

15.03

13.46

12.69

13.46

12.34

12.83

11.54

11.05

C4

3.43

3.77

3.66

4.08

4.92

6.19

3.81

4.70

FC

6.22

5.62

5.24

5.59

5.55

6.00

5.13

5.31

DOF

N

S

S

S

S

S

S

S

Financial Export-oriented Vulnerability Composite Index

D1

11

8.5

8.4

9

9.2

8.6

9

17

D2

61.80

56.36

43.23

48.95

48.45

45.33

43.54

41.06

D3

9.94

9.16

4.77

3.91

1.80

2.52

1.55

2.25

D4

2

1.8

2.9

1.6

1.7

1.6

1.6

2.6

D5

19.18

20.62

28.62

24.47

21.90

21.85

23.52

23.54

FD

20.78

19.29

17.58

17.59

16.61

15.98

15.84

17.29

DOF

H

N

N

N

N

N

N

N

D1

12.5

12.6

14.3

14.3

14.3

16.3

15.5

13.6

D2

35.64

32.61

33.42

33.18

31.97

31.73

34.02

34.76

D3

2.75

1.80

1.58

0.18

0.72

1.69

1.78

2.23

D4

5

6.1

5.5

5.5

6.7

6.5

5.9

10.5

D5

23.79

22.75

20.44

17.26

18.00

18.80

14.58

13.71

FD

15.94

15.17

15.05

14.09

14.34

15.00

14.36

14.96

DOF

N

N

N

N

N

N

N

N

Comprehensive Index of Financial Externality Fragility

FA

15.14

14.81

16.79

14.36

10.15

11.15

10.78

9.08

FB

102.60

39.14

63.56

37.72

27.86

24.67

25.45

39.67

FC

5.15

5.62

10.13

6.63

5.18

5.76

5.63

5.48

FD

20.78

19.29

17.58

17.59

16.61

15.98

15.84

17.29

FFII

41.90

20.60

30.29

20.11

15.47

14.66

14.80

19.44

DOF

D

N

H

N

S

S

S

N

FA

7.87

7.00

5.58

4.40

5.79

4.45

5.72

5.48

FB

62.80

38.13

31.84

31.56

74.71

57.80

32.03

32.93

FC

6.22

5.62

5.24

5.59

5.55

6.00

5.13

5.31

FD

15.94

15.17

15.05

14.09

14.34

15.00

14.36

14.96

FFII

26.97

18.28

15.80

15.46

30.11

24.51

15.73

16.15

DOF

H

N

S

S

H

N

S

S

  1. Note: H represents high; N represents Normal; S represents Safe; D represents dangerous. B11 is the price-earnings ratio of the Shanghai Stock Exchange; B12 is the price-earnings ratio of the Shenzhen Stock Exchange; B31 is the volatility of the Shanghai Stock Exchange index; B32 is the volatility of the Shenzhen Stock Exchange index. According to the set weight, FFII = (FA + 2FB + 2FC + FD)/6.