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Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?

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Author Info
Upper, Christian
Worms, Andreas
Abstract

Credit risk associated with interbank lending may lead to domino effects, where the failure of one bank results in the failure of other banks not directly affected by the initial shock. Recent work in economic theory shows that this risk of contagion depends on the precise pattern of interbank linkages. We use balance sheet information to estimate the matrix of bilateral credit relationships for the German banking system and test whether the breakdown of a single bank can lead to contagion. We find that the financial safety net (institutional guarantees for saving banks and cooperative banks) considerably reduces ? but does not eliminate ? the danger of contagion. Even so, the failure of a single bank could lead to the breakdown of up to 15 % of the banking system in terms of assets. -- Kreditrisiken aus Interbankbeziehungen können zu Dominoeffekten führen indem der Zusammenbruch einer Bank den Zusammenbruch anderer Banken bewirkt, die nicht direkt vom ursprünglichen Schock betroffen waren. Neuere theoretische Arbeiten zeigen, dass dieses Ansteckungsrisiko von der genauen Struktur der Interbankbeziehungen abhängt. Wir schätzen die Matrix bilateraler Kreditbeziehungen für das deutsche Bankensystem auf Basis von Bankbilanzdaten und testen anschliessend, ob der Zusammenbruch einer einzelnen Bank zu Ansteckungseffekten führen kann. Wir kommen zu dem Ergebnis, dass die Sicherungssysteme (institutionelle Garantien für Sparkassen und Kreditgenossenschaften) die Ansteckungsgefahr zwar beträchtlich verringern aber nicht vollständig eliminieren können. Die Zusammenbruch einer einzelnen Bank kann trotzdem zu einem Verlust von 15 % der Aktiva des gesamten Bankensystems führen.

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Paper provided by Deutsche Bundesbank, Research Centre in its series Discussion Paper Series 1: Economic Studies with number 2002,09.

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Date of creation: 2002
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Handle: RePEc:zbw:bubdp1:4174

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Related research
Keywords: contagion; interbank market; regulation of banks;

Find related papers by JEL classification:
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

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  2. 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!]
  3. Dairo Estrada & Paola Morales Acevedo, . "La estructura del mercado interbancario y del riesgo de contagio en Colombia," Temas de Estabilidad Financiera 030, Banco de la Republica de Colombia. [Downloadable!]
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  5. Degryse, H.A. & Nguyen, G., 2004. "Interbank exposures : an empirical examination of systemic risk in the Belgian banking system," Discussion Paper 4, Tilburg University, Center for Economic Research. [Downloadable!]
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  6. Martin ČIHÁK & Jaroslav HEŘMÁNEK & Michal HLAVÁČEK, 2007. "New Approaches to Stress Testing the Czech Banking Sector (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(1-2), pages 41-59, March. [Downloadable!]
  7. Peter Galos & Kimmo Soramäki, 2005. "Systemic risk in alternative payment system designs," Working Paper Series 508, European Central Bank. [Downloadable!]
  8. Rodrigo Cifuentes & Gianluigi Ferrucci & Hyun Song Shin, . "Liquidity risk and contagion," Bank of England working papers 264, Bank of England. [Downloadable!]
  9. Patrick Van Roy, 2005. "Credit ratings and the standardised approach to credit risk in Basel II," Finance 0509014, EconWPA. [Downloadable!]
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