Financial interlinkages in the United Kingdom's interbank market and the risk of contagion
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References listed on IDEAS
- C. H. Furfine, 1999. "Interbank exposures: quantifying the risk of contagion," BIS Working Papers 70, Bank for International Settlements.
- Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, vol. 52(9), pages 1301-1314, September.
- Upper, Christian & Worms, Andreas, 2004.
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- Upper, Christian & Worms, Andreas, 2002. "Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?," Discussion Paper Series 1: Economic Studies 2002,09, Deutsche Bundesbank.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FIN-2004-11-07 (Finance)
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