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|c 5.00 USD
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|z 9781484367506
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|a 1018-5941
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|c BD-DhAAL
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|a Csonto, Balazs.
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|a Bank Network Analysis in the ECCU /
|c Balazs Csonto, Alejandro Guerson, Alla Myrvoda, Emefa Sewordor.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2018.
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|a 1 online resource (32 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a 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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|a Mode of access: Internet
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|a Guerson, Alejandro.
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|a Myrvoda, Alla.
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|a Sewordor, Emefa.
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|a IMF Working Papers; Working Paper ;
|v No. 2018/162
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2018/162/001.2018.issue-162-en.xml
|z IMF e-Library
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