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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Dettagli Bibliografici
Autore principale: Ziya Gorpe, Mehmet
Altri autori: Covi, Giovanni, Kok, Christoffer
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2019.
Serie:IMF Working Papers; Working Paper ; No. 2019/102
Accesso online:Full text available on IMF