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Transmission Channels of Systemic Risk and Contagion in the European Financial Network
Language: en
Pages: 48
Authors: Nikos Paltalidis
Categories:
Type: BOOK - Published: 2017 - Publisher:

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We investigate systemic risk and how financial contagion propagates within the euro area banking system by employing the Maximum Entropy method. The study captu
Evolution of the Global Financial Network and Contagion: A New Approach
Language: en
Pages: 41
Authors: Ms.Yevgeniya Korniyenko
Categories: Business & Economics
Type: BOOK - Published: 2018-05-15 - Publisher: International Monetary Fund

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This paper studies the interconnectedness of the global financial system and its susceptibility to shocks. A novel multilayer network framework is applied to li
CoMap: Mapping Contagion in the Euro Area Banking Sector
Language: en
Pages: 63
Authors: Mehmet Ziya Gorpe
Categories: Business & Economics
Type: BOOK - Published: 2019-05-10 - Publisher: International Monetary Fund

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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 u
Risk Topography
Language: en
Pages: 286
Authors: Markus Brunnermeier
Categories: Business & Economics
Type: BOOK - Published: 2014-10-17 - Publisher: University of Chicago Press

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The recent financial crisis and the difficulty of using mainstream macroeconomic models to accurately monitor and assess systemic risk have stimulated new analy
Interconnectedness and Contagion Analysis: A Practical Framework
Language: en
Pages: 49
Authors: Mrs.Jana Bricco
Categories: Business & Economics
Type: BOOK - Published: 2019-10-11 - Publisher: International Monetary Fund

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The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country’s financial system. This pap