00000nam 2200000zi 4500 9.882259 CaOODSP 20221107170241 m o d f cr |n||||||||| 191120t20192019oncd ob f000 0 eng d CaOODSP eng rda CaOODSP n-cn--- FB3-5/2019-44E-PDF Roncoroni, Alan, author. Interconnected banks and systemically important exposures / by Alan Roncoroni, Stefano Battiston, Marco D'Errico, Grzegorz Halaj, and Christoffer Kok. [Ottawa] : Bank of Canada, 2019. ©2019 1 online resource (ii, 46 pages) : charts. text txt rdacontent computer c rdamedia online resource cr rdacarrier Bank of Canada staff working paper, 1701-9397 ; 2019-44 "November 2019." Includes bibliographical references (pages 32-34). "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. gccst Banking Bank of Canada. Staff working paper (Bank of Canada) 1701-9397 ; 2019-44. (CaOODSP)9.806221 PDF 2.15 MB https://publications.gc.ca/collections/collection_2019/banque-bank-canada/FB3-5-2019-44-eng.pdf