Ryzyko systemowe - aspekty sieciowe

Adam Głogowski

Published : 2012-08-01

Vol. 48 No. 3 (2012)

Ryzyko systemowe - aspekty sieciowe

Adam Głogowski

Abstract

The network features of the financial system are an important issue for the assessment of systemic risk. The distribution and strength of linkages between financial institutions can affect both the intensity of systemic risk and the propagation
mechanisms of risk materialization. These issues, often grouped under the label of interconnectedness of financial institutions, are gaining increased attention of economists and policymakers.
The article reviews data need for the analysis of interconnectedness and descriptive measures of network structure based on graph theory. It then proceeds to review the tools of contagion analysis, used by central banks and regulators to assess the strength of shock transmission channels within the banking sector.
The contribution of interconnectedness of financial institutions to systemic risk will need to be monitored going forward. The main challenge of achieving this are the extensive data needs for this type of analysis.

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Głogowski, A. (2012). Ryzyko systemowe - aspekty sieciowe . Safe Bank, 48(3), 74–95. Retrieved from https://ojs.bfg.pl/index.php/bb/article/view/434

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