CoMap : Mapping Contagion in the Euro Area Banking Sector /
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...
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| Další autoři: | , |
| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2019.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2019/102 |
| On-line přístup: | Full text available on IMF |