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(RP 105) Cross-border Interbank Contagion Risk Analysis

Publish Date: : May 2019
Author:: Roman Matousek

Summary

A number of recent empirical studies by central banks and the academic literature have focused on the impact of the Great Financial Crisis (GFC) and on the systemic stability of the financial system as a whole. The complex financial cross-border interbank linkages conceal possible idiosyncratic shocks that may cause spillovers to other financial systems. It is imperative that financial regulators deploy models that allow them to monitor not only the soundness of SIBs but also the potential contagion risk caused by cross-country interbank linkages in Asian emerging market economies (AEME).

This collaborative research project on “Cross-border Interbank Contagion Risk Analysis” investigates cross-border interbank claims and liabilities of the individual countries located in the Asia-Pacific region. The study contributes to current research cross-border interbank contagion risk in the following ways: Firstly, this is the first study that is exclusively focused on Asian-Pacific countries, while taking into consideration the effect of the most developed economies and key financial centres. Secondly, the applied visual network analysis allows us to capture the flows of funds and highlight the financial linkages across the analyzed countries.

Links to individual chapters below:

Foreword and Table of Contents
FOREWORD and TABLE OF CONTENTS
By Dr. Hans Genberg

Chapter 1
INTRODUCTION
By Roman Matousek

Chapter 2
A CONTAGION RISK ANALYSIS THROUGH VISUAL NETWORK: AN OVERVIEW OF THE ASIA-PACIFIC REGION
By Roman Matousek, Seohyun Lee and Ole Rummel

Chapter 3
CROSS-BORDER BANKING IN INDIAN CONTEXT
By Upasana Sharma

Chapter 4
UNDERSTANDING CROSS-BORDER CONTAGION RISKS IN INDONESIA
By Maulana Harris Muhajir, Arnanda H.F. Wibowo, and Irman Ramdhani

Chapter 5
GLOBAL NETWORK IN CROSS-BORDER INTERBANK FLOWS: THE CASE OF SOUTH KOREA
By Seohyun Lee

Chapter 6
CROSS-BORDER INTERBANK CONTAGION RISK TO THE MALAYSIAN BANKING SYSTEM
By Harikumara Sababathy and Lim Sheng Ling

Chapter 7
CROSS-BORDER INTERBANK CONTAGION RISK ANALYSIS FOR PAPUA NEW GUINEA
By Ludwig Aur Aba

Chapter 8
PHILIPPINES: CONTAGION RISK ANALYSIS OF CROSS-BORDER EXPOSURES OF BANKS
By
Jenny T. Dizon, Jessica P. Hutalla and Jamie M. Rariza, Jr.

Chapter 9
CROSS BORDER INTERBANK CONTAGION RISK FROM VIETNAM’S BANKING SYSTEM
By
Nguyen Ha Phuong, Phan Manh Cuong and Ngo Ti Huyen Linh

 

 


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