01832cas a2200265 a 4500 AALejournalIMF019195 230101c9999 xx r poo 0 0eng d 5.00 USD 9781498312073 1018-5941 BD-DhAAL BD-DhAAL Ziya Gorpe, Mehmet. CoMap : Mapping Contagion in the Euro Area Banking Sector / Mehmet Ziya Gorpe, Giovanni Covi, Christoffer Kok. Washington, D.C. : International Monetary Fund, 2019. 1 online resource (63 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within the global banking system. Drawing on a unique dataset, the paper documents the degree of interconnectedness and systemic risk of the euro area banking system based on bilateral linkages. We develop a Contagion Mapping model fully calibrated with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that tipping points shifting the euro area banking system from a less vulnerable state to a highly vulnerable state are a non-linear function of the combination of network structures and bank-specific characteristics. Mode of access: Internet Covi, Giovanni. Kok, Christoffer. IMF Working Papers; Working Paper ; No. 2019/102 Full text available on IMF http://elibrary.imf.org/view/journals/001/2019/102/001.2019.issue-102-en.xml IMF e-Library