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Stress Testing Linkages between Banks in the Netherlands

Iman Lelyveld, Franka Liedorp and Marc Pröpper

MPRA Paper from University Library of Munich, Germany

Abstract: Assessing the stability of the financial sector is becoming more common in many countries. This paper presents two useful approaches, applied to the Netherlands. First we discuss the results of a contagion analysis of the Dutch interbank market. We use various ways to measure linkages between banks and find that the interbank market is fairly robust. We then turn to a network analysis of payment flows between Dutch banks. This analysis provides us with a better understanding of the network structure in this type of market. We specifically look at the effect of the recent turmoil on the payment network and find no significant changes.

Keywords: interbank; payment; systemic risk; financial stability; network; topology (search for similar items in EconPapers)
JEL-codes: G1 G2 E5 (search for similar items in EconPapers)
Date: 2008-08-04
New Economics Papers: this item is included in nep-ban and nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:10092

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