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| Author: | Upper, C. Worms, A. |
| Title: | Estimating bilateral exposures in the German interbank market: is there a danger of contagion? |
| Journal: | European Economic Review
2004 : AUG, VOL. 48:4, p. 827-849 |
| Index terms: | Banks Germany |
| Language: | eng |
| Abstract: | This article examines the interbank lending in Germany using balance sheet information. With interbank lending associated credit risks can cause a domino effect, where the failure of one bank can cause the failure of other banks even though the others are not directly affected by the initial shock. The results show that when a bank does have a financial safety net the danger of contagion reduces. Otherwise there is a considerable possibility for contagion. |
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