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the proprietary bank-to-bank European interbank dataset extracted from Target2 and also exploit the Lehman and sovereign …
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Intro -- Contents -- Foreword -- Glossary -- 1 Introduction -- 2 A Primer on Systemic Risk -- 3 Systemic Risk: A Theoretical Framework -- 4 The Buildup of Financial Imbalances -- 5 Contagion -- 6 Systemic Risk and the Real Costs of FinancialCrises -- 7 Measuring Systemic Risk -- 8 Systemic Risk...
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resultant credit restriction by turning to other banks. Importantly the bank-lending channel is notably stronger when we account …
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