Buch, Claudia M.; Krause, Thomas; Tonzer, Lena - 2021
when applying a national versus a European perspective. We use market data for 80 listed euro-area banks to measure each … bank's contribution to systemic risk (SRISK) at the national and the euro-area level. Our research delivers three main … national and the euro-area level is not very large, but there is considerable heterogeneity across countries and banks. Second …