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Inter-Banken-Kredite und systemisches Risiko

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  • Markus Staub

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.

Suggested Citation

  • Markus Staub, 1998. "Inter-Banken-Kredite und systemisches Risiko," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 134(II), pages 193-230, June.
  • Handle: RePEc:ses:arsjes:1998-ii-5
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    File URL: http://www.sjes.ch/papers/1998-II-5.pdf
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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, 2009. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," De Economist, Springer, pages 129-207.
    3. 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, Monetary Policy Group, Bank of Thailand.
    4. Rungporn Roengpitya & Phurichai Rungcharoenkitkul, 2010. "Measuring Systemic Risk And Financial Linkages In The Thai Banking System," Working Papers 2010-02, Monetary Policy Group, Bank of Thailand.

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