Has the banking system become more homogeneous? Evidence from banks' loan portfolios

DOI10.1016/J.ECONLET.2016.02.024zbMath1398.91640OpenAlexW2293182394MaRDI QIDQ1668220

Daniel Fricke

Publication date: 3 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.02.024

zbMATH Keywords

homogeneitysimilaritydiversificationsystemic riskinterconnectednessportfolio overlap

Mathematics Subject Classification ID

Credit risk (91G40)

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Multilayer overlaps and correlations in the bank-firm credit network of Spain ⋮ Reconstructing and stress testing credit networks

Cites Work

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