Cross-Border Financial Surveillance : A Network Perspective /

Effective cross-border financial surveillance requires the monitoring of direct and indirect systemic linkages. This paper illustrates how network analysis could make a significant contribution in this regard by simulating different credit and funding shocks to the banking systems of a number of sel...

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Bibliographic Details
Main Author: Sole, Juan
Other Authors: Espinosa-Vega, Marco
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2010.
Series:IMF Working Papers; Working Paper ; No. 2010/105
Online Access:Full text available on IMF