TY  - BOOK
AU  - Matousek,Roman
AU  - Rummel,Ole
TI  - Cross-border interbank contagion risk analysis: evidence from selected emerging and less-developed economies in the Asia-Pacific Region 
T2  - Elements in the economics of emerging markets, 2631-8598
SN  - 9781108882040 (ebook)
AV  - HG3997.55 .M38 2020
U1  - 332.456 23
PY  - 2020///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Banks and banking, International
KW  - Pacific Area
KW  - Risk management
N1  - Title from publisher's bibliographic system (viewed on 07 Jul 2020)
N2  - 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
UR  - https://doi.org/10.1017/9781108882040
ER  -