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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Ziya Gorpe, Mehmet
Weitere Verfasser: Covi, Giovanni, Kok, Christoffer
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2019.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2019/102
Online Zugang:Full text available on IMF