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Inter-Banken-Kredite und systemisches Risiko

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  • Markus Staub
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    Abstract

    This survey summarizes the theoretical and empirical literature concerning the issue of inter-bank-loans and systemic risk. Starting with considerations about possible economic functions of inter-bank-relations, the paper isolates mechanisms that are potentially relevant for the banking system and investigates the relationship between inter-bank-activities and systemic risk. From this, implications are drawn for banking regulation.

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    Bibliographic Info

    Article provided by Swiss Society of Economics and Statistics (SSES) in its journal Swiss Journal of Economics and Statistics.

    Volume (Year): 134 (1998)
    Issue (Month): II (June)
    Pages: 193-230

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    Handle: RePEc:ses:arsjes:1998-ii-5

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    Cited by:
    1. Martin Summer, 2003. "Banking Regulation and Systemic Risk," Open Economies Review, Springer, vol. 14(1), pages 43-70, January.
    2. Martin Hellwig, 2008. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2008_43, Max Planck Institute for Research on Collective Goods.
    3. Rungporn Roengpitya & Phurichai Rungcharoenkitkul, 2010. "Measuring Systemic Risk And Financial Linkages In The Thai Banking System," Working Papers 2010-02, Economic Research Department, Bank of Thailand.
    4. Yunyong Thaicharoen & Rungporn Roengpitya & Jiranit Chaowalit & Songklod Rastapana, 2009. "Developing the Efficient and Resilient Financial System for Thailand: Lessons from the Crisis and Challenges Ahead," Working Papers 2009-04, Economic Research Department, Bank of Thailand.

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