Calibrating limits for large interbank exposures from a system-wide perspective
Year of publication: |
December 2016
|
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Authors: | Batiz-Zuk, Enrique ; Dey, Fabrizio López Gallo ; Martínez-Jaramillo, Serafín ; Solórzano-Margain, Juan Pablo |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 27.2016, p. 198-216
|
Subject: | Systemic risk | Financial contagion | Network models | Large exposures limit | Systemically important banks (SIBs) | Systemrisiko | Ansteckungseffekt | Contagion effect | Bankrisiko | Bank risk | Bankenkrise | Banking crisis | Theorie | Theory | Bank | Schock | Shock |
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