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|c 5.00 USD
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|z 9781498312073
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|a 1018-5941
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|a BD-DhAAL
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|a Ziya Gorpe, Mehmet.
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|a CoMap :
|b Mapping Contagion in the Euro Area Banking Sector /
|c Mehmet Ziya Gorpe, Giovanni Covi, Christoffer Kok.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2019.
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|a 1 online resource (63 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within the global banking system. Drawing on a unique dataset, the paper documents the degree of interconnectedness and systemic risk of the euro area banking system based on bilateral linkages. We develop a Contagion Mapping model fully calibrated with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that tipping points shifting the euro area banking system from a less vulnerable state to a highly vulnerable state are a non-linear function of the combination of network structures and bank-specific characteristics.
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|a Mode of access: Internet
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|a Covi, Giovanni.
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|a Kok, Christoffer.
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|a IMF Working Papers; Working Paper ;
|v No. 2019/102
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2019/102/001.2019.issue-102-en.xml
|z IMF e-Library
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