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...
Autor Principal: | |
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Outros autores: | , |
Formato: | Revista |
Idioma: | English |
Publicado: |
Washington, D.C. :
International Monetary Fund,
2019.
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Series: | IMF Working Papers; Working Paper ;
No. 2019/102 |
Acceso en liña: | Full text available on IMF |