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科图分类法:
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F831.6-532/1 版次： |
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中图分类法:
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F831.6-532 版次： |
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著者:
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Matousek, Roman. |
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题名:
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Cross-border interbank contagion risk analysis : [ evidence from selected emerging and less-developed economies in the Asia-Pacific Region /] / , |
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出版发行:
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出版地： Cambridge : 出版社： Cambridge University Press, 出版日期： 2020. |
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载体形态:
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90 p. ; 23 cm. |
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内容提要:
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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. |
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主题词:
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Banks and banking, International Pacific Area. |
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主题词:
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Banks and banking, International Risk management. |
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主要责任者:
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Rummel, Ole. Rummel, Ole. |
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索书号:
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F831.6-532/1 |