Carrying out interbank contagion simulations for the German banking sector for the period from the first quarter of … interbank contagion over time. (ii) The loss distribution for each point in time can be condensed into one indicator, the …

This paper investigates contagion at the German interbank market under the assumption of a stochastic loss given … tendency to trigger contagion: banks with strongly varying impact, banks whose impact is relatively constant, and banks with no …

for the contagion after default of one unit (i.e. number of expected subsequent defaults, or their probabilities). For …

for the contagion after default of one unit (i.e. number of expected subsequent defaults, or their probabilities). For …

' connections may result in efficient risk transfer. But in crises, connections can facilitate contagion - as initial problems lead … reluctant to lend to each other and hoard liquidity. Potential for contagion due to interconnectedness is a key component of … systemic risk. As a first step towards understanding the mechanisms of contagion, this paper abstracts from complex indirect …

contagion depends on the precise pattern of interbank linkages. We use balance sheet information to estimate the matrix of … contagion. We find that the financial safety net (institutional guarantees for saving banks and cooperative banks) considerably … reduces - but does not eliminate - the danger of contagion. Even so, the failure of a single bank could lead to the breakdown …

This paper tests financial contagion due to interbank linkages. For identification we exploit an idiosyncratic, sudden … contagion is higher for banks with weaker fundamentals. Third, interbank linkages among surviving banks further propagate the … linkages act as an important channel of contagion and hold important policy implications. …

for the contagion after default of one unit (i.e. number of expected subsequent defaults, or their probabilities). For …

for the contagion after default of one unit (i.e. number of expected subsequent defaults, or their probabilities). For …