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Interconnected Banks and Systemically Important Exposures Cover Image E-book E-book

Interconnected Banks and Systemically Important Exposures

Roncoroni, Alan. (Added Author). Battiston, Stefano. (Added Author). D'Errico, Marco. (Added Author). Canadian Electronic Library (Firm) (distributor.).

Summary: 'We study the interplay between two channels of interconnectedness in the banking system. The first one is a direct interconnectedness, via a network of interbank loans, banks' loans to other corporate and retail clients, and securities holdings. The second channel is an indirect interconnectedness, via exposures to common asset classes. To this end, we analyze a unique supervisory data set collected by the European Central Bank that covers 26 large banks in the euro area'--Abstract.

Record details

  • ISSN: 1701-9397
  • Physical Description: remote
    1 online resource (50 pages).
  • Publisher: Ottawa, ON, CA: Bank of Canada, 2019.

Content descriptions

General Note:
Issued as part of the desLibris documents collection.
Restrictions on Access Note:
Access restricted to authorized users and institutions.
Type of Computer File or Data Note:
Electronic monograph in PDF format.
System Details Note:
Mode of access: World Wide Web.

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Finance
Financial contagion
Interbank lending market
Leverage (finance)
Macroprudential regulation
Economy, business and finance -- Business information -- Human resources -- Management
Economy, business and finance -- Economic sector -- Financial and business service -- Banking
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Economy, business and finance -- Economy -- Macro economics -- Investments
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Financial stability
Interbank
Leverage
Merton model
Science and technology
Science and technology -- Mathematics
Science and technology -- Social sciences -- Economics
Stress test
Stress tests
Valuation
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