Cross-border interbank contagion risk analysis: evidence from selected emerging and less-developed economies in the Asia-Pacific Region
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 c...
Gespeichert in:
Hauptverfasser: | , |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cambridge
Cambridge University Press
2020
|
Schriftenreihe: | Cambridge elements. Elements in the economics of emerging markets
|
Schlagworte: | |
Online-Zugang: | BSB01 EUV01 UBG01 Volltext |
Zusammenfassung: | 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 |
Beschreibung: | 1 Online-Ressource (90 Seiten) |
ISBN: | 9781108882040 |
DOI: | 10.1017/9781108882040 |
Internformat
MARC
LEADER | 00000nmm a2200000zc 4500 | ||
---|---|---|---|
001 | BV046856350 | ||
003 | DE-604 | ||
005 | 20221212 | ||
007 | cr|uuu---uuuuu | ||
008 | 200817s2020 |||| o||u| ||||||eng d | ||
020 | |a 9781108882040 |c Online |9 978-1-108-88204-0 | ||
024 | 7 | |a 10.1017/9781108882040 |2 doi | |
035 | |a (ZDB-20-CBO)CR9781108882040 | ||
035 | |a (OCoLC)1193289135 | ||
035 | |a (DE-599)BVBBV046856350 | ||
040 | |a DE-604 |b ger |e rda | ||
041 | 0 | |a eng | |
049 | |a DE-12 |a DE-473 |a DE-521 | ||
082 | 0 | |a 332.456 | |
084 | |a QK 010 |0 (DE-625)141631: |2 rvk | ||
100 | 1 | |a Matousek, Roman |d ca. 20./21. Jh. |0 (DE-588)141467568 |4 aut | |
245 | 1 | 0 | |a Cross-border interbank contagion risk analysis |b evidence from selected emerging and less-developed economies in the Asia-Pacific Region |c Roman Matousek, Ole Rummel |
264 | 1 | |a Cambridge |b Cambridge University Press |c 2020 | |
300 | |a 1 Online-Ressource (90 Seiten) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
490 | 0 | |a Cambridge elements. Elements in the economics of emerging markets | |
520 | |a 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 | ||
650 | 4 | |a Banks and banking, International / Pacific Area | |
650 | 4 | |a Banks and banking, International / Risk management | |
700 | 1 | |a Rummel, Ole |d ca. 20./21. Jh. |0 (DE-588)171582276 |4 aut | |
776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 978-1-108-79477-0 |
856 | 4 | 0 | |u https://doi.org/10.1017/9781108882040 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
912 | |a ZDB-20-CBO | ||
999 | |a oai:aleph.bib-bvb.de:BVB01-032265078 | ||
966 | e | |u https://doi.org/10.1017/9781108882040 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1017/9781108882040 |l EUV01 |p ZDB-20-CBO |q EUV_EK_CAM |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1017/9781108882040 |l UBG01 |p ZDB-20-CBO |q UBG_PDA_CBO |x Verlag |3 Volltext |
Datensatz im Suchindex
_version_ | 1804181693889773568 |
---|---|
adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Matousek, Roman ca. 20./21. Jh Rummel, Ole ca. 20./21. Jh |
author_GND | (DE-588)141467568 (DE-588)171582276 |
author_facet | Matousek, Roman ca. 20./21. Jh Rummel, Ole ca. 20./21. Jh |
author_role | aut aut |
author_sort | Matousek, Roman ca. 20./21. Jh |
author_variant | r m rm o r or |
building | Verbundindex |
bvnumber | BV046856350 |
classification_rvk | QK 010 |
collection | ZDB-20-CBO |
ctrlnum | (ZDB-20-CBO)CR9781108882040 (OCoLC)1193289135 (DE-599)BVBBV046856350 |
dewey-full | 332.456 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.456 |
dewey-search | 332.456 |
dewey-sort | 3332.456 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
discipline_str_mv | Wirtschaftswissenschaften |
doi_str_mv | 10.1017/9781108882040 |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02857nmm a2200433zc 4500</leader><controlfield tag="001">BV046856350</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20221212 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">200817s2020 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781108882040</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-108-88204-0</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/9781108882040</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9781108882040</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1193289135</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046856350</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-521</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.456</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 010</subfield><subfield code="0">(DE-625)141631:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Matousek, Roman</subfield><subfield code="d">ca. 20./21. Jh.</subfield><subfield code="0">(DE-588)141467568</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Cross-border interbank contagion risk analysis</subfield><subfield code="b">evidence from selected emerging and less-developed economies in the Asia-Pacific Region</subfield><subfield code="c">Roman Matousek, Ole Rummel</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2020</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (90 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Cambridge elements. Elements in the economics of emerging markets</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Banks and banking, International / Pacific Area</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Banks and banking, International / Risk management</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Rummel, Ole</subfield><subfield code="d">ca. 20./21. Jh.</subfield><subfield code="0">(DE-588)171582276</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">978-1-108-79477-0</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/9781108882040</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032265078</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/9781108882040</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/9781108882040</subfield><subfield code="l">EUV01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">EUV_EK_CAM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/9781108882040</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">UBG_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV046856350 |
illustrated | Not Illustrated |
index_date | 2024-07-03T15:11:23Z |
indexdate | 2024-07-10T08:55:43Z |
institution | BVB |
isbn | 9781108882040 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032265078 |
oclc_num | 1193289135 |
open_access_boolean | |
owner | DE-12 DE-473 DE-BY-UBG DE-521 |
owner_facet | DE-12 DE-473 DE-BY-UBG DE-521 |
physical | 1 Online-Ressource (90 Seiten) |
psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO EUV_EK_CAM ZDB-20-CBO UBG_PDA_CBO |
publishDate | 2020 |
publishDateSearch | 2020 |
publishDateSort | 2020 |
publisher | Cambridge University Press |
record_format | marc |
series2 | Cambridge elements. Elements in the economics of emerging markets |
spelling | Matousek, Roman ca. 20./21. Jh. (DE-588)141467568 aut Cross-border interbank contagion risk analysis evidence from selected emerging and less-developed economies in the Asia-Pacific Region Roman Matousek, Ole Rummel Cambridge Cambridge University Press 2020 1 Online-Ressource (90 Seiten) txt rdacontent c rdamedia cr rdacarrier Cambridge elements. Elements in the economics of emerging markets 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 Banks and banking, International / Pacific Area Banks and banking, International / Risk management Rummel, Ole ca. 20./21. Jh. (DE-588)171582276 aut Erscheint auch als Druck-Ausgabe 978-1-108-79477-0 https://doi.org/10.1017/9781108882040 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Matousek, Roman ca. 20./21. Jh Rummel, Ole ca. 20./21. Jh Cross-border interbank contagion risk analysis evidence from selected emerging and less-developed economies in the Asia-Pacific Region Banks and banking, International / Pacific Area Banks and banking, International / Risk management |
title | Cross-border interbank contagion risk analysis evidence from selected emerging and less-developed economies in the Asia-Pacific Region |
title_auth | Cross-border interbank contagion risk analysis evidence from selected emerging and less-developed economies in the Asia-Pacific Region |
title_exact_search | Cross-border interbank contagion risk analysis evidence from selected emerging and less-developed economies in the Asia-Pacific Region |
title_exact_search_txtP | Cross-border interbank contagion risk analysis evidence from selected emerging and less-developed economies in the Asia-Pacific Region |
title_full | Cross-border interbank contagion risk analysis evidence from selected emerging and less-developed economies in the Asia-Pacific Region Roman Matousek, Ole Rummel |
title_fullStr | Cross-border interbank contagion risk analysis evidence from selected emerging and less-developed economies in the Asia-Pacific Region Roman Matousek, Ole Rummel |
title_full_unstemmed | Cross-border interbank contagion risk analysis evidence from selected emerging and less-developed economies in the Asia-Pacific Region Roman Matousek, Ole Rummel |
title_short | Cross-border interbank contagion risk analysis |
title_sort | cross border interbank contagion risk analysis evidence from selected emerging and less developed economies in the asia pacific region |
title_sub | evidence from selected emerging and less-developed economies in the Asia-Pacific Region |
topic | Banks and banking, International / Pacific Area Banks and banking, International / Risk management |
topic_facet | Banks and banking, International / Pacific Area Banks and banking, International / Risk management |
url | https://doi.org/10.1017/9781108882040 |
work_keys_str_mv | AT matousekroman crossborderinterbankcontagionriskanalysisevidencefromselectedemergingandlessdevelopedeconomiesintheasiapacificregion AT rummelole crossborderinterbankcontagionriskanalysisevidencefromselectedemergingandlessdevelopedeconomiesintheasiapacificregion |