The recent financial crisis has shown how interconnected the financial world has become. Shocks in one location or … asset class can have a sizable impact on the stability of institutions and markets around the world. But systemic risk … closing data gaps include the G20 Data Gaps Initiative, which recommends the collection of consistent bank-level data for …

with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that …-linear function of the combination of network structures and bank-specific characteristics …

conditions, and the regulatory environment. We use this model to simulate bank credit losses for stress-testing purposes and to … that can be made to capture country-specific institutional features. The model uses bank portfolio data broken down by risk …

orientation, pressures on funding models and entity structures could affect the efficiency of capital flows through the bank …

Although cross-border bank lending has fallen sharply since the crisis, extending our bank ownership database from 1995 …-2009 up to 2013 shows only limited retrenchment in foreign bank presence. While banks from OECD countries reduced their … foreign presence (but still represent 89% of foreign bank assets), those from emerging markets and developing countries …

This paper reviews the approaches to systemic risk analysis in 32 central bank financial stability reports (FSRs). We … and growth-at-risk, more frequently than Article IV staff reports. We emphasize that a central bank FSR typically presents …