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Lucia Gibilaro Gianluca Mattarocci

Banking Group Features and Interbank Market Exposure: Evidence from the Main European Groups

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Abstract

Banking group affiliation could affect both the asset and liability side of the interbank exposure of a bank due to the strict relationship between all of the group's members. Considering a representative sample of all of the main European banks for 2005-2010 timeframe, we study the relationship between interbank exposure (asset side, liability side and the net exposure) with respect to bank characteristics, market dynamics and group structure characteristics. Results demonstrate that interbank exposure is not only driven by banks' and market features as confirmed by the literature, but also by group features, even if during the financial crisis something changed.

Keywords

  • Banking Group
  • Interbank Market
  • Financial Crisis

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