Krause, Thomas; Buch, Claudia M.; Tonzer, Lena - 2015
2014, the largest banks in the Euro Area are under the direct supervision of the European Central Bank (ECB). In this … capacity, the ECB can tighten macroprudential measures implemented at the national level. In this paper, we ask whether the … listed European banks to measure each bank's contribution to systemic risk (SRISK) at the national and at the Euro Area level …