Amundsen, Elin (contributor); Arnt, Henrik (contributor) - 2005
stability. In particular, central banks are concerned with any potential
contagion risk, where an event (or shock) in one bank … of risks
such as liquidity, operational and market risk.
Most studies of contagion rely on infrequent information … part 7 concludes.
2. Related Research
For an overview of the earlier studies on systemic risk De Bandt and
Hartmann …