Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
This article outlines a broad framework for assessing system-wide funding risks and analysing banks' role in the transmission of shocks across countries. It highlights the need to complement essential data on banks' consolidated balance sheets with information that provides a geographically disaggregated picture of those balance sheets. It then discusses how far the BIS international banking statistics, which have several though not all of the desired statistical properties, can go in providing measures of system-wide funding risk.
Volume (Year): (2010)
Issue (Month): (September)
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- repec:ebd:wpaper:105 is not listed on IDEAS
- Marco A. Espinosa-Vega & Juan Solé, 2011.
"Cross-border financial surveillance: a network perspective,"
Journal of Financial Economic Policy,
Emerald Group Publishing, vol. 3(3), pages 182-205, August.
- Juan Sole & Marco A Espinosa-Vega, 2010. "Cross-Border Financial Surveillance: A Network Perspective," IMF Working Papers 10/105, International Monetary Fund.
- Robert McCauley & Patrick McGuire & Goetz von Peter, 2010. "The architecture of global banking: from international to multinational?," BIS Quarterly Review, Bank for International Settlements, March.
- Stephen Cecchetti & Ingo Fender & Kostas Patrick McGuire, 2010. "Toward a global risk map," BIS Working Papers 309, Bank for International Settlements.
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