Individual German banks at risk from interbank shocks, paper finds
Germany’s banking system appears to be very resilient to shocks to interbank funding, but individual banks are more vulnerable, a new working paper finds.
The paper published by the Deutsche Bundesbank presents a simulation method of assessing the risks in interbank financing markets. In Interbank risk assessment – A simulation approach, Maximilian Jager, Thomas Siemsen and Johannes Vilsmeier apply their method to data from the German interbank market at the end of 2016.
The authors examine
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