Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?

37 Pages Posted: 8 Jun 2016

See all articles by Christian Upper

Christian Upper

Bank for International Settlements (BIS)

Andreas Worms

Deutsche Bundesbank, Economics Department

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Date Written: 2002

Abstract

Credit risk associated with interbank lending may lead to domino effects, where the failure

Kreditrisiken aus Interbankbeziehungen können zu Dominoeffekten führen indem der

Keywords: contagion, interbank market, regulation of banks

JEL Classification: G28, G21

Suggested Citation

Upper, Christian and Worms, Andreas, Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion? (2002). Bundesbank Series 1 Discussion Paper No. 2002,09, Available at SSRN: https://ssrn.com/abstract=2785145

Christian Upper (Contact Author)

Bank for International Settlements (BIS) ( email )

Centralbahnplatz 2
Basel, Basel-Stadt 4002
Switzerland

Andreas Worms

Deutsche Bundesbank, Economics Department ( email )

Wilhelm-Epstein-Strasse 14
60431 Frankfurt am Main
Germany

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