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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Dettagli Bibliografici
Autore principale: Csonto, Balazs
Altri autori: Guerson, Alejandro, Myrvoda, Alla, Sewordor, Emefa
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2018.
Serie:IMF Working Papers; Working Paper ; No. 2018/162
Accesso online:Full text available on IMF