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A Network Analysis of Global Banking:1978-2009

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Author Info

  • Javier A. Reyes
  • Camelia Minoiu

Abstract

In this paper we explore the properties of the global banking network using cross-border bank lending data for 184 countries over 1978-2009. Specifically, we analyze financial interconnectedness using network metrics of centrality, connectivity, and clustering. We document a relatively unstable global banking network, with structural breaks in network indicators identifying several waves of capital flows. Interconnectedness rankings, especially for borrowers, are relatively volatile over the period. Connectivity tends to fall during and after systemic banking crises and sovereign debt crises. The 2008-09 global financial crisis stands out as an unusually large perturbation to the cross-border banking network.

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Bibliographic Info

Paper provided by International Monetary Fund in its series IMF Working Papers with number 11/74.

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Length: 41
Date of creation: 01 Apr 2011
Date of revision:
Handle: RePEc:imf:imfwpa:11/74

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Related research

Keywords: Banking crisis; Capital flows; Emerging markets; International banking; banking; banking crises; banking statistics; contagion; financial crises; systemic risk; bank lending; systemic banking crises; banking network; financial contagion; financial crisis; debt crisis; global financial crisis; asian crisis; banking system; bank of england; bank loans; recession; prudential regulation; bank lending network; bank capitalization; financial distress; bank of international settlements; financial integration; bank capital; sovereign debt crisis; banking relationships; bank of international settlements (bis); bank exposure; banking systems; bank linkages; central banking; banking market; bank of japan; bank exposures; foreign exchange; pre-crisis; bank connectivity; bankruptcies; bank credit; severe financial crises; bank lending relationships; bank structure; bank network; crisis episodes; bank relationships;

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  1. Jorge A. Chan-Lau, 2010. "Balance Sheet Network Analysis of too-Connected-To-Fail Risk in Global and Domestic Banking Systems," IMF Working Papers 10/107, International Monetary Fund.
  2. Van Rijckeghem, Caroline & Weder, Beatrice, 2001. "Sources of contagion: is it finance or trade?," Journal of International Economics, Elsevier, vol. 54(2), pages 293-308, August.
  3. Juan Sole & Marco A Espinosa-Vega, 2010. "Cross-Border Financial Surveillance," IMF Working Papers 10/105, International Monetary Fund.
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