Risk transmission - Revision history

imported>Doug Williamson: Expand quote for clarity

2021-12-02T15:54:03Z

Expand quote for clarity

← Older revision		Revision as of 15:54, 2 December 2021
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	:The network has a geographical component reflected in differences in the magnitude and direction of real-sector risk transmission across European countries.		:The network has a geographical component reflected in differences in the magnitude and direction of real-sector risk transmission across European countries.

	:While risk transmission to the non-financial sector increases during crisis events, risk transmission within the non-financial sector remains largely unchanged."		:While risk transmission [from the financial sector] to the non-financial sector increases during crisis events, risk transmission within the non-financial sector remains largely unchanged."

	:''Analyzing credit risk transmission to the non-financial sector in Europe: a network approach - European Systemic Risk Board - Working Paper 78, July 2018.''		:''Analyzing credit risk transmission to the non-financial sector in Europe: a network approach - European Systemic Risk Board - Working Paper 78, July 2018.''

imported>Doug Williamson: Layout.

2021-11-16T02:37:11Z

Layout.

← Older revision		Revision as of 02:37, 16 November 2021
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	:<span style="color:#4B0082">'''''~~DeFi's channels of~~ risk transmission'''''</span>		:<span style="color:#4B0082">'''''Credit risk transmission during crisis events'''''</span>

	:"... we model a high-dimensional network of European CDS [Credit Default Swap] spreads to assess the transmission of credit risk to the non-financial corporate sector.		:"... we model a high-dimensional network of European CDS [Credit Default Swap] spreads to assess the transmission of credit risk to the non-financial corporate sector.

imported>Doug Williamson: Layout.

2021-11-16T02:36:22Z

Layout.

← Older revision		Revision as of 02:36, 16 November 2021
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	:<span style="color:#4B0082">'''''DeFi's channels of risk transmission'''''</span>		:<span style="color:#4B0082">'''''DeFi's channels of risk transmission'''''</span>

	:"... we model a high-dimensional network of European CDS [Credit Default Swap] spreads to assess the transmission of credit risk		:"... we model a high-dimensional network of European CDS [Credit Default Swap] spreads to assess the transmission of credit risk to the non-financial corporate sector.
	to the non-financial corporate sector.

	:Our findings suggest a sectoral clustering in the CDS network, where financial institutions are located in the center and non-financial as well as sovereign CDS are grouped around the financial center.		:Our findings suggest a sectoral clustering in the CDS network, where financial institutions are located in the center and non-financial as well as sovereign CDS are grouped around the financial center.

imported>Doug Williamson: Create page - source - ESRB - https://www.esrb.europa.eu/pub/pdf/wp/esrb.wp78.en.pdf

2021-11-16T02:35:42Z

Create page - source - ESRB - https://www.esrb.europa.eu/pub/pdf/wp/esrb.wp78.en.pdf

New page

''Risk - systemic risk.''

Risk transmission is the spread of risk from one sector to another, or within a sector.

:<span style="color:#4B0082">'''''DeFi's channels of risk transmission'''''</span>

:"... we model a high-dimensional network of European CDS [Credit Default Swap] spreads to assess the transmission of credit risk
to the non-financial corporate sector.

:Our findings suggest a sectoral clustering in the CDS network, where financial institutions are located in the center and non-financial as well as sovereign CDS are grouped around the financial center.

:The network has a geographical component reflected in differences in the magnitude and direction of real-sector risk transmission across European countries.

:While risk transmission to the non-financial sector increases during crisis events, risk transmission within the non-financial sector remains largely unchanged."

:''Analyzing credit risk transmission to the non-financial sector in Europe: a network approach - European Systemic Risk Board - Working Paper 78, July 2018.''

==See also==
*[[Contagion]]
*[[Credit default swap]]
*[[Credit risk]]
*[[European Systemic Risk Board]]
*[[Sovereign]]
*[[Systemic risk]]

[[Category:The_business_context]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Financial_products_and_markets]]