Italy: Technical Note on Interconnectedness and Spillover Analysis
International Monetary Fund. Monetary and Capital Markets Department
Dec 2013 · International Monetary Fund
5.0star
1 reviewreport
Ebook
30
Pages
reportRatings and reviews aren’t verified Learn More
About this ebook
This Technical Note discusses findings of interconnectedness and spillover analysis on Italy. The market-based measures of tail risks and interconnectedness among key banks and insurance companies in Italy have declined from their peak but remain at elevated levels. Although the stress on Banca Monte dei Paschi di Siena has been manifesting on its own, the market perception about the condition of the banks appears to be increasingly contaminating the market views on other Italian financial institutions. It is also observed that exogenous factors, such as the Italian sovereign, are the key source of systemic risk for the market pricing of Italian financial institutions.
Ratings and reviews
5.0
1 review
Anil Das
- Flag inappropriate
September 17, 2021
AÀA BOSS NETWORK
Rate this ebook
Tell us what you think.
Reading information
Smartphones and tablets
Install the Google Play Books app for Android and iPad/iPhone. It syncs automatically with your account and allows you to read online or offline wherever you are.
Laptops and computers
You can listen to audiobooks purchased on Google Play using your computer's web browser.
eReaders and other devices
To read on e-ink devices like Kobo eReaders, you'll need to download a file and transfer it to your device. Follow the detailed Help Center instructions to transfer the files to supported eReaders.
