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論文資訊
- 類型：已發表論文
- 日期：2018-10-16
摘要
The notions of systemic importance and systemic risk of financial institutions are closely related to the topology of financial liability 網絡s. In this work, we reconstruct and analyze the financial liability 網絡 of an entire economy using data of 50,159 firms and banks. Our analysis contains 80.2% of the total liabilities of firms towards banks and all interbank liabilities in the Austrian banking system. The combination of firm-bank 網絡s and interbank 網絡s allows us to extend the concept of systemic risk to the real economy. In particular, the systemic importance of individual companies can be assessed, and for the first time, the financial ties between the financial and the real economy become explicitly visible. We find that firms contribute to systemic risk in similar ways as banks do. We
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