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Interbank exposures: quantifying the risk of contagion

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Author Info
Craig Furfine
Abstract

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Publisher Info
Article provided by Federal Reserve Bank of Chicago in its journal Proceedings.

Volume (Year): (1999)
Issue (Month): May ()
Pages: 313-328
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Handle: RePEc:fip:fedhpr:y:1999:i:may:p:313-328

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Related research
Keywords: Bank failures ; Financial markets;

Cited by:
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  1. Carol Ann Northcott, 2002. "Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System," Working Papers 02-41, Bank of Canada. [Downloadable!]
  2. Dairo Estrada & Daniel Osorio, . "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia 384, Banco de la Republica de Colombia. [Downloadable!]
  3. Simon Wells, . "Financial interlinkages in the United Kingdom's interbank market and the risk of contagion," Bank of England working papers 230, Bank of England. [Downloadable!]
  4. Christian Upper & Andreas Worms, 2001. "Do institutional safeguards limit the danger of contagion in the German interbank market?," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 577-591.
  5. G.G. Kaufman, 2000. "Banking and Currency Crises and Systemic Risk: A Taxonomy and Review," DNB Staff Reports (discontinued) 48, Netherlands Central Bank. [Downloadable!]
  6. Lelyveld, Iman van & Liedorp, Franka, 2004. "Interbank Contagion in the Dutch Banking Sector," MPRA Paper 651, University Library of Munich, Germany, revised 11 Jul 2005. [Downloadable!]
    Other versions:
  7. Martin Summer, 2003. "Banking Regulation and Systemic Risk," Open Economies Review, Springer, vol. 14(1), pages 43-70, January. [Downloadable!] (restricted)
    Other versions:
  8. Angelos Kanas, 2005. "Pure contagion effects in international banking: The case of BCCI’s failure," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 101-123, May. [Downloadable!]
  9. Schüler , Martin, 2002. "The threat of systemic risk in banking : evidence for Europe," ZEW Discussion Papers 02-21, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  10. George G. Kaufman, 1999. "Banking and currency crises and systemic risk: a taxonomy and review," Working Paper Series WP-99-12, Federal Reserve Bank of Chicago. [Downloadable!]
  11. Rodrigo Cifuentes, 2003. "Banking Concentration: Implications for Systemic Risk and Safety Net Design," Working Papers Central Bank of Chile 231, Central Bank of Chile. [Downloadable!]
  12. David Vanhoose, 2000. "Central bank policy making in competing payment systems," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(2), pages 117-139, June. [Downloadable!] (restricted)
  13. van Lelyveld, Iman & Liedorp, Franka & Pröpper, Marc, 2008. "Stress Testing Linkages between Banks in the Netherlands," MPRA Paper 10092, University Library of Munich, Germany. [Downloadable!]
  14. Edgardo Barandiarán, 2000. "Chile Después del Peso: Viviendo con el Dólar," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(110), pages 241-267. [Downloadable!]
  15. Martin Summer & Helmut Elsinger & Alfred Lehar, 2002. "Risk Assessment for Banking Systems," Working Papers 79, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  16. Lelyveld, Iman van & Liedorp, Franka, 2006. "Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis," MPRA Paper 806, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  17. Ramon Moreno, 2006. "The changing nature of risks facing banks," BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 67-98 Bank for International Settlements. [Downloadable!]
  18. Schüler , Martin & Schröder, Michael, 2003. "Systemic Risk in European Banking : Evidence from Bivariate GARCH Models," ZEW Discussion Papers 03-11, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  19. Sébastien Vivier-Lirimont, 2004. "Interbanking networks : towards a small financial world ?," Cahiers de la Maison des Sciences Economiques v04046, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  20. Eric Santor, 2003. "Banking Crises and Contagion: Empirical Evidence," Working Papers 03-1, Bank of Canada. [Downloadable!]
  21. Rodrigo Cifuentes & Gianluigi Ferrucci & Hyun Song Shin, . "Liquidity risk and contagion," Bank of England working papers 264, Bank of England. [Downloadable!]
  22. Xavier Freixas & Curzio Giannini & Glenn Hoggarth & Farouk Soussa, 2000. "Lender of Last Resort: What Have We Learned Since Bagehot?," Journal of Financial Services Research, Springer, vol. 18(1), pages 63-84, October. [Downloadable!] (restricted)
  23. Eric Santor, 2007. "Contagion and the composition of Canadian banks' foreign asset portfolios: do financial crises matter?," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 32-52 Bank for International Settlements. [Downloadable!]
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This page was last updated on 2009-11-16.


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