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Bank Network Analysis in the ECCU
Mr.Balazs Csonto
Mr.Alejandro D Guerson
Ms.Alla Myrvoda
Emefa Sewordor
出版
International Monetary Fund
, 2018-07-12
主題
Business & Economics / Banks & Banking
Business & Economics / Industries / Financial Services
ISBN
1484367502
9781484367506
URL
http://books.google.com.hk/books?id=T7YZEAAAQBAJ&hl=&source=gbs_api
EBook
SAMPLE
註釋
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.