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...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Ziya Gorpe, Mehmet
Beste egile batzuk: Covi, Giovanni, Kok, Christoffer
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2019.
Saila:IMF Working Papers; Working Paper ; No. 2019/102
Sarrera elektronikoa:Full text available on IMF