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...

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Dades bibliogràfiques
Autor principal: Csonto, Balazs
Altres autors: Guerson, Alejandro, Myrvoda, Alla, Sewordor, Emefa
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2018.
Col·lecció:IMF Working Papers; Working Paper ; No. 2018/162
Accés en línia:Full text available on IMF