Cross-Border Interbank Contagion Risk Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Cross-Border Interbank Contagion Risk Analysis write by Roman Matousek. This book was released on 2020-07-30. Cross-Border Interbank Contagion Risk Analysis available in PDF, EPUB and Kindle. 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.
Cross-border Interbank Contagion Risk Analysis
Cross-border Interbank Contagion Risk Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Cross-border Interbank Contagion Risk Analysis write by Roman Matousek. This book was released on 2019. Cross-border Interbank Contagion Risk Analysis available in PDF, EPUB and Kindle.
Interconnectedness and Contagion Analysis: A Practical Framework
Interconnectedness and Contagion Analysis: A Practical Framework - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Interconnectedness and Contagion Analysis: A Practical Framework write by Mrs.Jana Bricco. This book was released on 2019-10-11. Interconnectedness and Contagion Analysis: A Practical Framework available in PDF, EPUB and Kindle. The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country’s financial system. This paper offers detailed and practical guidance on how to conduct a comprehensive analysis of interconnectedness and contagion for a country’s financial system under various circumstances. We survey current approaches at the IMF for analyzing interconnectedness within the interbank, cross-sector and cross-border dimensions through an overview and examples of the data and methodologies used in the Financial Sector Assessment Program. Finally, this paper offers practical advice on how to interpret results and discusses potential financial stability policy recommendations that can be drawn from this type of in-depth analysis.
Cross-Border Exposures and Country Risk
Cross-Border Exposures and Country Risk - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Cross-Border Exposures and Country Risk write by Thomas Krayenbuehl. This book was released on 2001-07-03. Cross-Border Exposures and Country Risk available in PDF, EPUB and Kindle. The international financial system has come under strain several times in recent years, and analysis has shown that most crises originated from the risks built into cross-border exposures. Assessment and monitoring of cross-border exposures and country risk are essential activities for international lending agencies such as government bodies, banks, multinational corporations and other investors. Inadequate risk management could have a destabilising effect on both lender and borrower and could result in a major international financial crisis. This completely revised edition of Thomas E Krayenbuehl's classic handbook clearly shows how the various players can quantify and manage the complex factors involved in order to minimise the risk and avoid potentially catastrophic consequences. It provides both a rigorous analysis of the current situation and a guide to meeting the challenges of the future. Just some of the things you'll discover. How to succeed in cross-border lending and investment through good assessment, monitoring and hedging of country risk How the Tequila and Asian crises came about, and the lessons learned The likelihood of future crises and the potential causes The latest problems to beset the international financial system The recent developments in cross-border financing Why the problem of contagion occurs between seemingly unrelated markets The enormous need for global capital to bring about sustainable economic development in the developing world, and the role of the major players in fulfilling it The numerous factors that constitute and influence a specific country risk The responsibilities of all the parties involved, from the IMF and the World Bank to the industrialised and developing nations, the regulators and the rating agencies How this study helps you: This lucid and authoritative handbook will help you to: Understand the problems facing the international financial system Identify and assess new investment opportunities Optimise risk composition of cross-border lending or investment Make sound decisions, minimise risk and achieve better outcomes The definitive study of this important topic - its purpose, practice and implications
Cross-Border Financial Surveillance
Cross-Border Financial Surveillance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Cross-Border Financial Surveillance write by Marco A Espinosa-Vega. This book was released on 2010-04-01. Cross-Border Financial Surveillance available in PDF, EPUB and Kindle. 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.
