Hidden Bibliographic Details
| Other authors / contributors: | Guerson, Alejandro D.
Myrvoda, Alla.
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| ISBN: | 1484368525
1484367502
9781484367506
9781484368527
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| Notes: | Print version record.
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| Summary: | 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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| Other form: | Print version: Csonto, Balazs. Bank Network Analysis in the ECCU. Washington, D.C. : International Monetary Fund, ©2018 9781484367506
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| Standard no.: | 10.5089/9781484367506.001
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