Articles with "common borrowers" as a keyword



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Contagion through common borrowers

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Published in 2018 at "Journal of Financial Stability"

DOI: 10.1016/j.jfs.2018.10.001

Abstract: We propose a model in which banks are exposed to the risk of contagion through their portfolio of loans. We show that a solvency problem in one bank can be transmitted to another if they… read more here.

Keywords: solvency; contagion common; common borrowers; borrower ... See more keywords