Interconnected banks and systemically important exposures / by Alan Roncoroni, Stefano Battiston, Marco D'Errico, Grzegorz Halaj, and Christoffer Kok.: FB3-5/2019-44E-PDF
"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.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.882259&sl=0
| Department/Agency | Bank of Canada. |
|---|---|
| Title | Interconnected banks and systemically important exposures / by Alan Roncoroni, Stefano Battiston, Marco D'Errico, Grzegorz Halaj, and Christoffer Kok. |
| Series title | Bank of Canada staff working paper, 1701-9397 ; 2019-44 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | "November 2019." Includes bibliographical references (pages 32-34). |
| Publishing information | [Ottawa] : Bank of Canada, 2019. ©2019 |
| Author / Contributor | Roncoroni, Alan, author. |
| Description | 1 online resource (ii, 46 pages) : charts. |
| Catalogue number |
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| Subject terms | Banking |
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