Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/57782 
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dc.contributor.authorMemmel, Christophen
dc.contributor.authorSachs, Angelikaen
dc.date.accessioned2012-05-03-
dc.date.accessioned2012-05-09T10:00:17Z-
dc.date.available2012-05-09T10:00:17Z-
dc.date.issued2011-
dc.identifier.isbn978-3-86558-785-5en
dc.identifier.urihttp://hdl.handle.net/10419/57782-
dc.description.abstractCarrying out interbank contagion simulations for the German banking sector for the period from the first quarter of 2008 to the second quarter of 2011, we obtain the following results: (i) The system becomes less vulnerable to direct interbank contagion over time. (ii) The loss distribution for each point in time can be condensed into one indicator, the expected number of failures, without much loss of information. (iii) Important determinants of this indicator are the banks' capital, their interbank lending in the system, the loss given default and how equal banks spread their claims among other banks.en
dc.language.isoengen
dc.publisher|aDeutsche Bundesbank |cFrankfurt a. M.en
dc.relation.ispartofseries|aDiscussion Paper Series 2 |x2011,17en
dc.subject.jelD53en
dc.subject.jelE47en
dc.subject.jelG21en
dc.subject.ddc330en
dc.subject.keywordInterbank marketen
dc.subject.keywordcontagionen
dc.subject.keywordtime dimensionen
dc.titleContagion in the interbank market and its determinants-
dc.typeWorking Paperen
dc.identifier.ppn715108808en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:bubdp2:201117en

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