Abstract

https://ssrn.com/abstract=2620602
 


 



Banking Sector Interconnectedness: What is it, How Can We Measure it and Why Does it Matter?


Zijun Liu


Bank of England

Stephanie Quiet


Bank of England

Benedict Roth


Bank of England

June 18, 2015

Bank of England Quarterly Bulletin 2015 Q2

Abstract:     
Banks can be connected to each other in a number of ways. Greater interconnectedness means that stresses tend to spread more rapidly and extensively across the financial system. Various regulatory initiatives have been introduced to mitigate financial stability risks arising from interconnectedness. On some measures, such as interbank credit exposures, interconnectedness has decreased materially since the financial crisis.

Number of Pages in PDF File: 9


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Date posted: June 20, 2015  

Suggested Citation

Liu, Zijun and Quiet, Stephanie and Roth, Benedict, Banking Sector Interconnectedness: What is it, How Can We Measure it and Why Does it Matter? (June 18, 2015). Bank of England Quarterly Bulletin 2015 Q2. Available at SSRN: https://ssrn.com/abstract=2620602

Contact Information

Zijun Liu (Contact Author)
Bank of England ( email )
Threadneedle Street
London, EC2R 8AH
United Kingdom
Stephanie Quiet
Bank of England ( email )
Threadneedle Street
London, EC2R 8AH
United Kingdom
Benedict Roth
Bank of England ( email )
Threadneedle Street
London, EC2R 8AH
United Kingdom
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