Interconnected bank networks: Shock amplifiers or absorbers in the financial system?
We develop a novel measure of bank interconnectedness, based on their co-lending activities in the syndicated loan market, to examine how a bank's interconnectedness affects the risk of other banks and systemic market risk. Using syndicated loan data from the top 100 U.S. banks from 1995 to 2011, ou...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Elsevier
2025-04-01
|
| Collection: | International Review of Economics & Finance |
| Sujets: | |
| Accès en ligne: | http://www.sciencedirect.com/science/article/pii/S105905602500142X |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|