Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems

Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems
Author :
Publisher : International Monetary Fund
Total Pages : 27
Release :
ISBN-10 : 9781455200665
ISBN-13 : 1455200662
Rating : 4/5 (65 Downloads)

Book Synopsis Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems by : Mr.Jorge A. Chan-Lau

Download or read book Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems written by Mr.Jorge A. Chan-Lau and published by International Monetary Fund. This book was released on 2010-04-01 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 2008/9 financial crisis highlighted the importance of evaluating vulnerabilities owing to interconnectedness, or Too-Connected-to-Fail risk, among financial institutions for country monitoring, financial surveillance, investment analysis and risk management purposes. This paper illustrates the use of balance sheet-based network analysis to evaluate interconnectedness risk, under extreme adverse scenarios, in banking systems in mature and emerging market countries, and between individual banks in Chile, an advanced emerging market economy.


Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems Related Books

Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems
Language: en
Pages: 27
Authors: Mr.Jorge A. Chan-Lau
Categories: Business & Economics
Type: BOOK - Published: 2010-04-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

The 2008/9 financial crisis highlighted the importance of evaluating vulnerabilities owing to interconnectedness, or Too-Connected-to-Fail risk, among financial
A network analysis of global banking
Language: en
Pages: 43
Authors: Ms.Camelia Minoiu
Categories: Business & Economics
Type: BOOK - Published: 2011-04-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

In this paper we explore the properties of the global banking network using cross-border bank lending data for 184 countries over 1978-2009. Specifically, we an
Bank Network Analysis in the ECCU
Language: en
Pages: 32
Authors: Mr.Balazs Csonto
Categories: Business & Economics
Type: BOOK - Published: 2018-07-12 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

This paper applies network analysis to assess the extent of systemic vulnerabilities in the ECCU banking system. It includes two sets of illustrative stress tes
Cross-Border Financial Surveillance
Language: en
Pages: 29
Authors: Marco A Espinosa-Vega
Categories: Business & Economics
Type: BOOK - Published: 2010-04-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

Effective cross-border financial surveillance requires the monitoring of direct and indirect systemic linkages. This paper illustrates how network analysis coul
SYSTEMIC RISK IN BANKING
Language: en
Pages: 134
Authors: Lorenzo Pagliaro
Categories: Business & Economics
Type: BOOK - Published: 2020-01-28 - Publisher: American Academic Press

DOWNLOAD EBOOK

Shortly after the financial crisis of 2007-2008 many authors began to write about certain “huge institutions” potentially able to damage the entire financia