Risk contagion in the cross-border banking network: Some new evidence
This paper applies consolidated banking statistics data from the Bank for International Settlement to simulate risk contagion in a cross-border banking system with shocks of credit and liquidity. Simulation results from balance sheet network analysis show that the banking systems of the United St...
| Main Authors: | , , , |
|---|---|
| Format: | Journal Article |
| Published: |
Wiley-Blackwell
2019
|
| Online Access: | http://hdl.handle.net/20.500.11937/82033 |