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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Bibliografiske detaljer
Hovedforfatter: Ziya Gorpe, Mehmet
Andre forfattere: Covi, Giovanni, Kok, Christoffer
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2019.
Serier:IMF Working Papers; Working Paper ; No. 2019/102
Online adgang:Full text available on IMF