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Interconnectedness and systemic risk: hedge funds, banks, insurance companies

Monica Billio () and Loriana Pelizzon ()

BANCARIA, 2014, vol. 6, 81-91

Abstract: The European financial market has an high degree of interconnectedness among hedge funds, banks, brokers and insurance companies, that can be used as an indicator to predict an emerging systemic crisis and its intensity.The relations are cross-country as well as cross-industry, with a primary role played, in the risk propagation, by hedge funds. For these reasons it is necessary to continue the trend of supervisory bodies aggregation and, for banks, insurance companies and other financial institutions, to integrate risk management models with connectivity indicators

JEL-codes: G21 G29 C51 (search for similar items in EconPapers)
Date: 2014
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