Bank Network Analysis in the ECCU /

This paper applies network analysis to assess the extent of systemic vulnerabilities in the ECCU banking system. It includes two sets of illustrative stress tests. First, solvency and liquidity shocks to each individual bank and the impact on other banks in the network through their biltareal net as...

詳細記述

書誌詳細
第一著者: Csonto, Balazs
その他の著者: Guerson, Alejandro, Myrvoda, Alla, Sewordor, Emefa
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2018.
シリーズ:IMF Working Papers; Working Paper ; No. 2018/162
オンライン・アクセス:Full text available on IMF
その他の書誌記述
要約:This paper applies network analysis to assess the extent of systemic vulnerabilities in the ECCU banking system. It includes two sets of illustrative stress tests. First, solvency and liquidity shocks to each individual bank and the impact on other banks in the network through their biltareal net asset exposures. Second, country and region-wide tail shocks to GDP affecting capital and liquidity of all banks in the shocked jurisdictions, followed by the rippling effects through the regional network. The results identify systemic institutions that merit hightened attention by the regulator, as determined by the degree of connectivity with the rest of the system, and the extent to which they are vulnerable to the failure of other banks.
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物理的記述:1 online resource (32 pages)
フォーマット:Mode of access: Internet
ISSN:1018-5941
アクセス:Electronic access restricted to authorized BRAC University faculty, staff and students