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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Detalhes bibliográficos
Autor principal: Ziya Gorpe, Mehmet
Outros Autores: Covi, Giovanni, Kok, Christoffer
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2019.
Colecção:IMF Working Papers; Working Paper ; No. 2019/102
Acesso em linha:Full text available on IMF