Estimating bilateral exposures in the German interbank market : is there a danger of contagion? /

Bibliographic Details
Main Author: Upper, Christian
Other Authors: Worms, Andreas
Format: Book
Published: Frankfurt am Main : Deutsche Bundesbank. Economic Research Centre, 2002
Series:Discussion paper (Deutsche Bundesbank) Series 1: Studies of the Economic Research Centre no. 09/02
Subjects:
Online Access:https://www.bundesbank.de/resource/blob/618198/1d45f5ac598a4048e3280d77d629de9b/mL/2002-03-26-dkp-09-data.pdf
Table of Contents:
  • 1. Introduction
  • 2. Description of the data
  • 3. Estimation methodology
  • 4. The structure of the German interbank market
  • 5. Estimating the danger of contagion in the absence of the safety net
  • 6. Banking supervision, regulation and the safety net
  • 7. Conclusions
  • References.