Economic and financial debates no. 15: How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?
Financial institutions’ interconnectedness is a key component of systemic risk. However there is still no consensus on its measurement. Using a unique database of network of exposures of French financial institutions, we compare three strategies to measure interconnectedness: closeness of exposure distributions, identification of core-periphery structure and contagion models.
Download the PDF version of this document
publication
Economic and financial debates no. 15: How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?
- Published on 12/06/2014
- FR
- PDF (1.45 MB)
Updated on: 03/19/2019 15:48