Interbank Exposures: Quantifying the Risk of Contagion

Front Cover
Bank for International Settlements, Monetary and Economic Department, 1999 - Bank failures - 14 pages

Contents

Introduction
1
Simulation results
7
References
13

Bibliographic information

TitleInterbank Exposures: Quantifying the Risk of Contagion
Issue 70 of BIS working papers, Bank für Internationalen Zahlungsausgleich, ISSN 1020-0959
AuthorCraig H. Furfine
ContributorBank for International Settlements. Monetary and Economic Department
PublisherBank for International Settlements, Monetary and Economic Department, 1999
Original fromIndiana University
DigitizedAug 8, 2011
Length14 pages
  
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