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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書目詳細資料
主要作者: Csonto, Balazs
其他作者: Guerson, Alejandro, Myrvoda, Alla, Sewordor, Emefa
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2018.
叢編:IMF Working Papers; Working Paper ; No. 2018/162
在線閱讀:Full text available on IMF