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...

ver descrição completa

Detalhes bibliográficos
Autor principal: Csonto, Balazs
Outros Autores: Guerson, Alejandro, Myrvoda, Alla, Sewordor, Emefa
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2018.
Colecção:IMF Working Papers; Working Paper ; No. 2018/162
Acesso em linha:Full text available on IMF