Hausenblas, Vaclav; Kubicova, Ivana; Lesanovska, Jitka - Česká Národní Banka - 2012
This paper examines the potential for contagion within the Czech banking system via the channel of interbank exposures of domestic banks enriched by a liquidity channel and an asset price channel over the period March 2007 to June 2012. A computational model is used to assess the resilience of...