Visualising the Global Credit Risk Network

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

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

  • Interactive network schematics
  • Customisable heatmaps showing the evolution of the network over time
  • Interactive plots showing the evolution of key spillover measures over time
  • Customisable network schematics focusing on specific countries or sectors

    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