G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages

• Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data

  Staff Working Paper 2017-30 Jose Fique

  In complex and interconnected banking systems, counterparty risk does not depend only on the risk of the immediate counterparty but also on the risk of others in the network of exposures.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions, Financial stability JEL Code(s): C, C6, C63, D, D8, D85, G, G2, G21

• Information Contagion and Systemic Risk

  Staff Working Paper 2017-29 Co-Pierre Georg, Toni Ahnert

  We examine the effect of ex-post information contagion on the ex-ante level of systemic risk defined as the probability of joint bank default.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions, Financial stability JEL Code(s): G, G0, G01, G1, G11, G2, G21