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Cross-Border Interbank Contagion Risk Analysis : Evidence from Selected Emerging and Less-Developed Economies in the Asia-Pacific Region. 国境を超える銀行間の伝染リスク分析 －アジア太平洋地域の新興・低開発経済の事例
・ISBN 978-1-108-79477-0 paper GB£ 18.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-108-88204-0
| 著者・編者 | Matousek, Roman / Rummel, Ole, |
|---|---|
| シリーズ | Elements in the Economics of Emerging Markets |
| 出版社 | (Cambridge U. Pr., UK) |
| 出版年月 | 2020 |
| ページ数 | 75 pp. |
| 言語 | ENG |
| ニュース番号 | ＜658-364 658-L711＞ |
解説
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.