Contagion risk in global banking sector

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dc.contributor.authorDaly, Kevin
dc.contributor.authorBatten, Jonathan A.
dc.contributor.authorChoudhury, Tonmoy Toufic
dc.contributor.authorMishra, Anil V.
dc.date.accessioned2024-03-12T11:29:30Z
dc.date.available2024-03-12T11:29:30Z
dc.date.issued2017
dc.descriptionAbstract. Full text available at https://www.sciencedirect.com/science/article/pii/S1042443118300684
dc.description.abstractThe global credit crisis that started in 2007 has shown how contagion risk can propagate in the financial system. It has triggered a huge interest in the use of network concepts to understand how contagion risk can propagate through the banking system. In the recent years, the field of financial networks models and its applications to contagion risk have attracted growing interest both among scholars and practitioners. The literature on network models of contagion risk is today quite vast, covering both theoretical and empirical aspects. This review concentrates on different classes of contagion risk discussed by various scholars such as default contagion, common assets contagion, distress contagion, funding liquidity contagion and networkbased stress testing. Our observation show that default contagion is the most important line of research for researchers and scholars, however this domain of contagion risk remains a fertile area for academic research into the next decades.
dc.identifier.citationDaly, K., Batten, J. A., Mishra, A. V., & Choudhury, T. (2019). Contagion risk in global banking sector. Journal of International Financial Markets, Institutions and Money, 63, 101136.
dc.identifier.doi10.2139/ssrn.3012985
dc.identifier.otherDOI: https://doi.org/10.1016/j.intfin.2019.101136
dc.identifier.otherURL: https://www.sciencedirect.com/science/article/pii/S1042443118300684
dc.identifier.urihttps://repository.udom.ac.tz/handle/20.500.12661/4274
dc.language.isoen
dc.publisherElsevier BV
dc.relation.ispartofSSRN Electronic Journal
dc.subjectContagion risk
dc.subjectGlobal banking sector
dc.subjectCredit crisis
dc.subjectFinancial system
dc.subjectBanking system
dc.subjectBanking sector
dc.titleContagion risk in global banking sector
dc.typeArticle
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