Visualising the Global Credit Risk Network

Heatmaps

This page contains videos showing the evolution of the credit risk network in the form of heatmaps

Each cell in the heatmap represents credit risk transfer moving from the entity named in the row header to the entity named in the column header

  • countries are identified by alpha-2 codes
  • '_b' denotes the financial sector
  • '_s' denotes the sovereign

    Deeper shading indicates stronger credit risk transmission

    You can explore different types of credit risk spillover using the drop-down list