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...

Повний опис

Бібліографічні деталі
Автор: Csonto, Balazs
Інші автори: Guerson, Alejandro, Myrvoda, Alla, Sewordor, Emefa
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2018.
Серія:IMF Working Papers; Working Paper ; No. 2018/162
Онлайн доступ:Full text available on IMF