Lelyveld, Iman van; Liedorp, Franka - Volkswirtschaftliche Fakultät, … - 2004
We investigate interlinkages and contagion risks in the Dutch interbank market. Based on several data sources …, including the answers of banks to a questionnaire, we estimate the exposures in the interbank market at bank level. Next, we … considerable burden on the other banks, but will not lead to a complete collapse of the interbank market. The contagion effects of …