Download This PaperEstimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?
37 Pages Posted: 8 Jun 2016
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Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?
Deutsche Bundesbank Discussion Paper No 09/02
Number of pages: 36
Posted: 01 May 2002
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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: 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 or http://dx.doi.org/10.2139/ssrn.2785145
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