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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Csonto, Balazs
Weitere Verfasser: Guerson, Alejandro, Myrvoda, Alla, Sewordor, Emefa
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2018.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2018/162
Online Zugang:Full text available on IMF