Interconnectedness and Contagion Analysis : A Practical Framework /

The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country's financial system. This paper offers detailed and practical guidance on how to conduct a comprehensive analysis of interconnectedness and contagion for a country�...

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Xehetasun bibliografikoak
Egile nagusia: Bricco, Jana
Beste egile batzuk: Xu, TengTeng
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2019.
Saila:IMF Working Papers; Working Paper ; No. 2019/220
Sarrera elektronikoa:Full text available on IMF
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100 1 |a Bricco, Jana. 
245 1 0 |a Interconnectedness and Contagion Analysis :   |b A Practical Framework /  |c Jana Bricco, TengTeng Xu. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2019. 
300 |a 1 online resource (49 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country's financial system. This paper offers detailed and practical guidance on how to conduct a comprehensive analysis of interconnectedness and contagion for a country's financial system under various circumstances. We survey current approaches at the IMF for analyzing interconnectedness within the interbank, cross-sector and cross-border dimensions through an overview and examples of the data and methodologies used in the Financial Sector Assessment Program. Finally, this paper offers practical advice on how to interpret results and discusses potential financial stability policy recommendations that can be drawn from this type of in-depth analysis. 
538 |a Mode of access: Internet 
700 1 |a Xu, TengTeng. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2019/220 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2019/220/001.2019.issue-220-en.xml  |z IMF e-Library