Series: IMF Working Papers
Author(s): Srobona Mitra , and Elena Duggar
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 February 2007
Keywords: Contagion risk, Distance to default, contagion, systemic risk, banking system, interbank market, Model Construction and Estimation,
The large and growing international linkages of big Irish banks expose them to idiosyncratic shocks arising in other countries. We analyze international interdependencies of Irish banks-during both normal times and...