Zedda, Stefano; Spinace-Casale, Antonella - In: Journal of Risk and Financial Management 14 (2021) 8, pp. 1-16
effects. In this paper, by modeling and simulating banking system behavior and linkages across countries, we assess, based on … countries, and detailing which counterpart country would be affected by the ring-fencing of each considered country's banking … system. The method also allows for what-if analyses to optimize the risk exposures, and to plan an emergency strategy in case …