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42 p, 1.2 MB Mapping the interconnectedness between EU banks and shadow banking entities / Abad, Jorge (Centro de Estudios Monetarios y Financieros) ; D'Errico, Marco ; Killeen, Neill ; Luz, Vera ; Peltonen, Tuomas ; Portes, Richard ; Urbano, Teresa
This paper provides a unique snapshot of the exposures of EU banks to shadow banking entities within the global financial system. Drawing on a rich and novel dataset, the paper documents the cross-sector and cross-border linkages and considers which are the most relevant for systemic risk monitoring. [...]
The ADEMU Working Paper Series is being supported by the European Commission Horizon 2020 European Union funding for Research & Innovation, grant agreement No 649396.

2018 (ADEMU Working Paper Series ; 114)  

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