Medium-sized banks are main contributors to systemic risk in Brazilian interbank market, paper says
Paper also explores how bank communities may act as trigger for systemic risk
Medium-sized banks contribute more to the systemic risk in the Brazilian interbank market than their larger or smaller peers, a working paper published by the central bank argues.
In Evaluating systemic risk using bank default probabilities in financial networks, Sergio Rubens Stancato de Souza, Thiago Christiano Silva, Benjamin Miranda Tabak and Solange Maria Guerra develop a "network-based" scheme for evaluating systemic risk. This combines the financial stress levels of banks together with
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