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...

Ausführliche Beschreibung

Bibliographische Detailangaben
Körperschaft: International Monetary Fund. Monetary and Capital Markets Department
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2013.
Schriftenreihe:IMF Staff Country Reports; Country Report ; No. 2013/347
Online Zugang:Full text available on IMF