Rahman, Molla Ramizur; Misra, Arun Kumar - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-18
Interconnectedness among banks is a key distinguishing feature of the banking system. It helps mitigate liquidity problems but on the other hand, acts as a curse in propagating systemic risk at times of distress. Thus, as banks cannot function in isolation, this study uses the Contemporary...