Measuring the Global Flow of Funds: Focus on Cross-Border Bank Credit Among G20 Countries

Nan Zhang ()
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Nan Zhang: Hiroshima Shudo University

Chapter Chapter 10 in Flow of Funds Analysis, 2020, pp 369-415 from Springer

Abstract: Abstract An important revelation of the 2007–2008 global financial crisis is the need to strengthen effective tools for monitoring cross-border financial risks. This chapter, based on the W-t-W framework of the global flow of funds (GFF), uses locational banking statistics (LBS) data of the Bank for International Settlements (BIS) and attempts to establish an information system to clarify global uncertainty from the viewpoint of the GFF by investigating the uncertain shocking influence of cross-border financing. This paper discusses an analytical method using network theory and econometric models for the GFF and uses countries in the G20 as the research sample to focus on network centrality, mutual relationships, and the financial risk of cross-border bank credit among the United States, Japan, and China. The dyadic structure of the data allows supply and demand factors to be disentangled and the better identification of the effect of uncertainty shocks on cross-border loans.

Keywords: Global flow of funds; Cross-border financing; Statistical matrix; Portfolio rebalancing; Financial stability (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-15-7720-8_10

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DOI: 10.1007/978-981-15-7720-8_10

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