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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Hlavní autor: Csonto, Balazs
Další autoři: Guerson, Alejandro, Myrvoda, Alla, Sewordor, Emefa
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2018.
Edice:IMF Working Papers; Working Paper ; No. 2018/162
On-line přístup:Full text available on IMF