Bank Network Analysis in the ECCU

Released on by Mr.Balazs Csonto
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  • Bank Network Analysis in the ECCU Book Detail

  • Author : Mr.Balazs Csonto
  • Release Date : 2018-07-12
  • Publisher : International Monetary Fund
  • Genre : Business & Economics
  • Pages : 32
  • ISBN 13 : 1484368509
  • File Size : 3,3 MB
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Bank Network Analysis in the ECCU by Mr.Balazs Csonto PDF Summary

Book Description: 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 asset exposures. Second, country and region-wide tail shocks to GDP affecting capital and liquidity of all banks in the shocked jurisdictions, followed by the rippling effects through the regional network. The results identify systemic institutions that merit hightened attention by the regulator, as determined by the degree of connectivity with the rest of the system, and the extent to which they are vulnerable to the failure of other banks.

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Bank Network Analysis in the ECCU

Bank Network Analysis in the ECCU

File Size : 83,83 MB
Total View : 8317 Views
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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

Bank Network Analysis in the ECCU

Bank Network Analysis in the ECCU

File Size : 62,62 MB
Total View : 2055 Views
DOWNLOAD

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