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Handbook on Systemic Risk
Language: en
Pages: 993
Authors: Jean-Pierre Fouque
Categories: Business & Economics
Type: BOOK - Published: 2013-05-23 - Publisher: Cambridge University Press

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The Handbook on Systemic Risk, written by experts in the field, provides researchers with an introduction to the multifaceted aspects of systemic risks facing t
Financial Stability Monitoring
Language: en
Pages: 0
Authors: Tobias Adrian
Categories:
Type: BOOK - Published: 2020 - Publisher:

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In a recently released New York Fed staff report, we present a forward-looking monitoring program to identify and track time-varying sources of systemic risk.
Interconnectedness and Contagion Analysis: A Practical Framework
Language: en
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Authors: Mrs.Jana Bricco
Categories: Business & Economics
Type: BOOK - Published: 2019-10-11 - Publisher: International Monetary Fund

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The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country’s financial system. This pap
CoMap: Mapping Contagion in the Euro Area Banking Sector
Language: en
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Authors: Mehmet Ziya Gorpe
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Type: BOOK - Published: 2019-05-10 - Publisher: International Monetary Fund

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This paper presents a novel approach to investigate and model the network of euro area banks’ large exposures within the global banking system. Drawing on a u
Cross-Border Financial Surveillance
Language: en
Pages: 29
Authors: Marco A Espinosa-Vega
Categories: Business & Economics
Type: BOOK - Published: 2010-04-01 - Publisher: International Monetary Fund

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Effective cross-border financial surveillance requires the monitoring of direct and indirect systemic linkages. This paper illustrates how network analysis coul