The Bright and the Dark Side of Cross-Border Banking Linkages /

When a country's banking system becomes more linked to the global banking network, does that system get more or less prone to a banking crisis? Using model simulations and econometric estimates based on a world-wide dataset, we find an M-shaped relationship between financial stability of a coun...

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Xehetasun bibliografikoak
Egile nagusia: Munoz, Sonia
Beste egile batzuk: Cihak, Martin, Scuzzarella, Ryan
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2011.
Saila:IMF Working Papers; Working Paper ; No. 2011/186
Sarrera elektronikoa:Full text available on IMF
Deskribapena
Gaia:When a country's banking system becomes more linked to the global banking network, does that system get more or less prone to a banking crisis? Using model simulations and econometric estimates based on a world-wide dataset, we find an M-shaped relationship between financial stability of a country's banking sector and its interconnectedness. In particular, for banking sectors that are not very connected to the global banking network, increases in interconnectedness are associated with a reduced probability of a banking crisis. Once interconnectedness reaches a certain value, further increases in interconnectedness can increase the probability of a banking crisis. Our findings suggest that it may be beneficial for policies to support greater interlinkages for less connected banking systems, but after a certain point the advantages of increased interconnectedness become less clear.
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Deskribapen fisikoa:1 online resource (51 pages)
Formatua:Mode of access: Internet
ISSN:1018-5941
Sartu:Electronic access restricted to authorized BRAC University faculty, staff and students