Contagion Risk in the International Banking System and Implications for London As a Global Financial Center
April 1, 2007
Preview Citation
Format: Chicago
Summary
Subject: Bank soundness, Banking, Commercial banks, Economic sectors, Financial institutions, Financial markets, Financial sector, Financial sector policy and analysis, Foreign banks, Stock markets
Keywords: Bank, Bank soundness, Bank transmission channels, Banks resident, BNP Paribas, Co-exceedance, Commercial banks, Contagion risk, Cross-border bank lending, Distance-to-default, Extreme value theory, Financial sector, Foreign banks, Global, HSBC Holdings, Idiosyncratic shock, LOGIT, Société Générale, Stock markets, U.K. bank, WP
Publication Details
-
Pages:
46
-
Volume:
---
-
DOI:
---
-
Issue:
---
-
Series:
Working Paper No. 2007/074
-
Stock No:
WPIEA2007074
-
ISBN:
9781451866384
-
ISSN:
1018-5941