Measuring contagion risk in international banking

Measuring contagion risk in international banking

Report

Measuring contagion risk in international banking

BIS Working Papers | No 796 | 15 July 2019by Stefan Avdjiev, Paolo Giudici and Alessandro SpeltaPDF full text (577kb) | 40 pagesFocusThe rapid growth of the global financial system over the past couple of decades has increased the importance of properly measuring contagion risk.

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