000 02370nam a2200361 i 4500
001 CR9781108882040
003 UkCbUP
005 20240905194520.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 191223s2020||||enk o ||1 0|eng|d
020 _a9781108882040 (ebook)
020 _z9781108794770 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 4 _aHG3997.55
_b.M38 2020
082 0 4 _a332.456
_223
100 1 _aMatousek, Roman,
_eauthor.
245 1 0 _aCross-border interbank contagion risk analysis :
_bevidence from selected emerging and less-developed economies in the Asia-Pacific Region /
_cRoman Matousek, Ole Rummel.
264 1 _aCambridge :
_bCambridge University Press,
_c2020.
300 _a1 online resource (90 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 0 _aElements in the economics of emerging markets, 2631-8598
500 _aTitle from publisher's bibliographic system (viewed on 07 Jul 2020).
520 _aThis 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.
650 0 _aBanks and banking, International
_zPacific Area.
650 0 _aBanks and banking, International
_xRisk management.
700 1 _aRummel, Ole,
_eauthor.
776 0 8 _iPrint version:
_z9781108794770
856 4 0 _uhttps://doi.org/10.1017/9781108882040
942 _2ddc
_cEB
999 _c9186
_d9186