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来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/w23280 |
来源ID | Working Paper 23280 |
Mapping the Interconnectedness between EU Banks and Shadow Banking Entities | |
Jorge Abad; Marco D'; Errico; Neill Killeen; Vera Luz; Tuomas Peltonen; Richard Portes; Teresa Urbano | |
发表日期 | 2017-03-27 |
出版年 | 2017 |
语种 | 英语 |
摘要 | This paper provides a unique snapshot of the exposures of EU banks to shadow banking entities within the global financial system. Drawing on a rich and novel dataset, the paper documents the cross-sector and cross-border linkages and considers which are the most relevant for systemic risk monitoring. From a macroprudential perspective, the identification of potential feedback and contagion channels arising from the linkages of banks and shadow banking entities is particularly challenging when shadow banking entities are domiciled in different jurisdictions. The analysis shows that many of the EU banks’ exposures are towards non-EU entities, particularly US-domiciled shadow banking entities. At the individual level, banks’ exposures are diversified although this diversification leads to high overlap across different types of shadow banking entities. |
主题 | International Economics ; Globalization and International Relations ; Financial Economics ; Financial Institutions |
URL | https://www.nber.org/papers/w23280 |
来源智库 | National Bureau of Economic Research (United States) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/580954 |
推荐引用方式 GB/T 7714 | Jorge Abad,Marco D',Errico,et al. Mapping the Interconnectedness between EU Banks and Shadow Banking Entities. 2017. |
条目包含的文件 | ||||||
文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
w23280.pdf(664KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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