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...
Tallennettuna:
| Päätekijät: | , |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
Elsevier
2025-04-01
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| Sarja: | International Review of Economics & Finance |
| Aiheet: | |
| Linkit: | http://www.sciencedirect.com/science/article/pii/S105905602500142X |
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