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Erscheinungsjahr: 
2013
Schriftenreihe/Nr.: 
SAFE Working Paper No. 29
Verlag: 
Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe, Frankfurt a. M.
Zusammenfassung: 
The analyses of intersectoral linkages of Leontief (1941) and Hirschman (1958) provide a natural way to study the transmission of risk among interconnected banks and to measure their systemic importance. In this paper we show how classic input-output analysis can be applied to banking and how to derive six indicators that capture different aspects of systemic importance, using a simple numerical example for illustration. We also discuss the relationship with other approaches, most notably network centrality measures, both formally and by means of a simulated network.
Schlagwörter: 
banks
input-output
systemic risk
too-interconnected-to-fail
networks
interbank markets
JEL: 
C67
G00
G01
G20
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

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