Italy : Technical Note on Interconnectedness and Spillover Analysis.

This Technical Note discusses findings of interconnectedness and spillover analysis on Italy. The market-based measures of tail risks and interconnectedness among key banks and insurance companies in Italy have declined from their peak but remain at elevated levels. Although the stress on Banca Mont...

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Bibliografiske detaljer
Institution som forfatter: International Monetary Fund. Monetary and Capital Markets Department
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2013.
Serier:IMF Staff Country Reports; Country Report ; No. 2013/347
Online adgang:Full text available on IMF