e-journal

Cross-border financial surveillance: a network perspective

---

The purpose of this paper is to show how network analysis can be used for effective
cross-border financial surveillance, which requires the monitoring of direct and indirect systemic
linkages.
Design/methodology/approach – This paper illustrates how network analysis could make a
significant contribution in this regard by simulating different credit and funding shocks to the
banking systems of a number of selected countries. After that, the authors show that the inclusion of
risk transfers could modify the risk profile of entire financial systems, and thus an enriched simulation
algorithm able to account for risk transfers is proposed.
Findings – Finally, the authors discuss how some of the limitations of the simulations are a reflection
of existing information and data gaps, and thus view these shortcomings as a call to improve the
collection and analysis of data on cross-border financial exposures.
Originality/value – This paper is one of the very few to take a cross-border perspective on financial
networks. It is also unique in accounting for risk transfers and in proposing a methodology to include
the analysis (and monitoring) of risk transfers into a network model.

Keywords International lending, Debt problems, International finance, International economics,
International policy coordination and transmission,
Macroeconomic aspects of international trade and finance, Banks, Other depository institutions,
Micro finance institutions, Mortgages, Financial institutions and services, Financial economics

---

Ketersediaan

Tidak ada salinan data

Informasi Detail

Judul Seri

Journal of Financial Economic Policy

No. Panggil

-

Penerbit

: Emerald Group., 2011

Deskripsi Fisik

Journal of Financial Economic Policy Vol. 3 No. 3, 2011

Bahasa

English

ISBN/ISSN

-

Klasifikasi

-

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

EKONOMI

Info Detail Spesifik

-

Pernyataan Tanggungjawab

Asmawati/Syahrial

Versi lain/terkait

Lampiran Berkas

Komentar

---

Anda harus masuk sebelum memberikan komentar