Financial Contagion Through Bank Deleveraging : Stylized Facts and Simulations Applied to the Financial Crisis »
Series: IMF Working Papers
Author(s): Thierry Tressel
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 October 2010
Keywords: Deleveraging, Funding Shocks, Network Analysis, claims, banking, banking system, banking statistics, banking systems, International Policy Coordination and Transmission,
The financial crisis has highlighted the importance of various channels of financial contagion across countries. This paper first presents stylized facts of international banking activities during the crisis. It th...