Risk contagion in the cross-border banking network: Some new evidence

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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...

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Bibliographic Details
Main Authors:	Chen, B., Li, L., Peng, F., Salim, Ruhul
Format:	Journal Article
Published:	Wiley-Blackwell 2019
Online Access:	http://hdl.handle.net/20.500.11937/82033

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