Degryse, Hans; Nguyen, Grégory - Nationale Bank van België/Banque national de Belqique (BNB) - 2004
evolution of contagion risk for the Belgian banking system over the period 1993-2002 using detailed information on aggregate … symmetrically linked to some banks, which are themselves not linked together) as well as a more concentrated banking market have … generated by foreign banks, although even here the contagion risk appears fairly limited. …