This website provides additional interactive resources to accompany the research paper Financial Sector Bailouts, Sovereign Bailouts and the Transfer of Credit Risk by Matthew Greenwood-Nimmo, Jingong Huang and Viet Nguyen (Journal of Financial Markets, 2019, vol 42, pp. 121-142)
The paper is part of an Australian Research Council funded project on credit risk transmission in the global financial system. The purpose of the paper is to develop a detailed model of credit risk transmission between national governments and national financial sectors around the world
The output from the model is an approximation of the global credit risk network which tracks its evolution over time
Under the Network Visualisations tab we provide four different stylised representations of the credit risk network
Under the Methodology tab we provide a sketch of the estimation methodology
Under the Dataset tab we describe the data used to construct the network
Under the About Us tab you can find links to our instutional and personal websites
Please note that this is a preliminary working version of the website and its content is subject to change without notice