Hidden Bibliographic Details
| Other authors / contributors: | Solé, Juan, author.
International Monetary Fund. Monetary and Capital Markets Department, issuing body.
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| ISBN: | 1283560631
9781283560634
9781452712710
1452712719
9781455200641
1455200646
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| Notes: | Includes bibliographical references (pages 23-25).
Print version record.
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| Summary: | Effective cross-border financial surveillance requires the monitoring of direct and indirect systemic linkages. This paper illustrates how network analysis could make a significant contribution in this regard by simulating different credit and funding shocks to the banking systems of a number of selected countries. After that, we show that the inclusion of risk transfers could modify the risk profile of entire financial systems, and thus an enriched simulation algorithm able to account for risk transfers is proposed. Finally, we discuss how some of the limitations of our simulations are a reflection of existing information and data gaps, and thus view these shortcomings as a call to improve the collection and analysis of data on cross-border financial exposures.
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| Other form: | Print version: Espinosa-Vega, Marco. Cross-border financial surveillance. [Washington, D.C.] : International Monetary Fund, ©2010
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