Use this url to cite publication: https://cris.mruni.eu/cris/handle/007/25555
Measuring the financial contagion in the Baltic states
Type of publication
Straipsnis recenzuojamoje Lietuvos konferencijos medžiagoje / Article in peer-reviewed Lithuanian conference proceedings (P1f)
Author(s)
Title
Measuring the financial contagion in the Baltic states
Publisher (trusted)
Mykolo Romerio universitetas |
Date Issued
| Date |
|---|
2010 |
Extent
P. 103-112
Is part of
Socialinės technologijos'10: iššūkiai, galimybės, sprendimai = Social technologies'10: challenges, opportunities, solutions [Elektroninis išteklius] : konferencijos medžiaga : 2010 m. lapkričio 25-26 d., Vilnius-Net. Vilnius : Mykolo Romerio universiteto Leidybos centras, 2010. ISBN 9789955192084.
Abstract (en)
This article estimates the systemic risk in financial system of the Baltic states. Due to lack and incorrectness of data some simulations are provided. Simulation methods and approach of financial institutions’ network are used. The systemic risk is treated as a feature of the structure of interbank market which source is the default of single credit institution. We find that the bankruptcy of one of the large financial institutions will put a considerable burden on the other credit institutions, but will not lead to a complete collapse of the banking sector. The contagion effects of the failure of a smaller bank are limited.
Type of document
type::text::conference output::conference proceedings::conference paper
ISBN (of the container)
9789955192084
eLABa
2920616
Coverage Spatial
Lietuva / Lithuania (LT)
Language
Anglų / English (en)
Bibliographic Details
18