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...
主要作者: | |
---|---|
其他作者: | , |
格式: | 雜誌 |
語言: | English |
出版: |
Washington, D.C. :
International Monetary Fund,
2019.
|
叢編: | IMF Working Papers; Working Paper ;
No. 2019/102 |
在線閱讀: | Full text available on IMF |