Systemic risk in bank-firm multiplex networks

We construct a bank-firm multiplex network to investigate systemic impacts of banks and firms, which includes the short-term borrowing layer and the long-term borrowing layer. According to the data from China, we find that DebtRank distributions in the short-term layer and the multiplex network are very similar; the DebtRank in the short-term layer is larger than that in the long-term layer on the whole; banks with large assets tend to have higher DebtRanks, but there are some medium-sized banks with high DebtRanks; firms with small assets tend to have higher DebtRanks; firms are the major contributors to systemic risk.