Shock amplification in an interconnected financial system of banks and investment funds

Matthias Sydow, Aurore Schilte, Giovanni Covi, Marija Deipenbrock, Leonardo Del Vecchio, Pawel Fiedor, Gábor Fukker, Max Gehrend, Régis Gourdel, Alberto Grassi, Björn Hilberg, Michiel Kaijser, Georgios Kaoudis, Luca Mingarelli, Mattia Montagna, Thibaut Piquard, Dilyara Salakhova, Natalia Tente

Year of publication:	2024
Authors:	Sydow, Matthias ; Schilte, Aurore ; Covi, Giovanni ; Deipenbrock, Marija ; Del Vecchio, Leonardo ; Fiedor, Pawel ; Fukker, Gábor ; Gehrend, Max ; Gourdel, Régis ; Grassi, Alberto ; Hilberg, Björn ; Kaijser, Michiel ; Kaoudis, Georgios ; Mingarelli, Luca ; Montagna, Mattia ; Piquard, Thibaut ; Salakhova, Dilyara ; Tente, Natalia
Published in:	Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2165108-5. - Vol. 71.2024, Art.-No. 101234, p. 1-20
Subject:	Fire sales \| Liquidity \| Overlapping portfolios \| Price impact \| Stress testing \| Investmentfonds \| Investment Fund \| Schock \| Shock \| Portfolio-Management \| Portfolio selection \| Bankenliquidität \| Bank liquidity \| Liquidität \| Finanzkrise \| Financial crisis \| Stresstest \| Stress test \| Bankenkrise \| Banking crisis \| Finanzsektor \| Financial sector \| Finanzmarkt \| Financial market \| Finanzsystem \| Financial system