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.

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How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?
  • Publié le 06/12/2014
  • FR
  • PDF (1.45 Mo)
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Mis à jour le : 19/03/2019 15:48