Cross-Border Interbank Contagion Risk Analysis - Couverture souple

Matousek, Roman

Couverture souple

ISBN 10 : 1108794777 ISBN 13 : 9781108794770

Editeur : Cambridge University Press, 2018

Synopsis

This Element provides a detailed overview of the structural changes in the Asia-Pacific region from the early 2000s onwards. It reviews the most relevant literature on this important topic. The following two research areas are explored: first, by deploying visual network analysis (VNA), we analyse cross-border interbank claims and liabilities of the individual countries located in the Asia-Pacific region. Such an analysis evaluates interbank exposures to systematically important banks within the specific market. The important advantage of VNA is that it allows us to examine the 'hierarchical' cross-country interbank contagion risk that seems to have been neglected in similar studies. Secondly, we evaluate the contagion risk to the individual countries spreading from the financial centres in Hong Kong, Singapore, Tokyo, New York and London. The analysis unveils links and statistical factors that could be used as a key tool for detecting the potential triggers of systemic risk.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2018
• Langue: anglais
• ISBN 10: 1108794777
• ISBN 13: 9781108794770
• Reliure: Broché
• Nombre de pages: 100
• Coordonnées du fabricant: Buchpark GmbH; https://www.buchpark.de; ; Krügerweg 1; Trebbin; Brandenburg; 14959; Allemagne