This page contains interactive graphs of the credit risk spillovers for a country pair.
You can choose which pair of countries to view using the dropdown menu above.
By default, the graphs report intersectoral spillovers -- that is, credit risk spillovers running from bank-to-sovereign or sovereign-to-bank.
You can also choose to view intrasectoral spillovers -- that is, credit risk spillovers running from bank-to-bank or sovereign-to-sovereign.