Systemic Risk and Solvency Contagion in the Global Banking System - Data and Results

This file contains both the input data and the results used to analyze systemic solvency risk within the international banking network. The input data combine cross-border banking exposures from the BIS Consolidated Banking Statistics (CBS) and Tier 1 capital from SNL database for 19 reporting national banking systems from 2005Q1 to 2020Q1. These data capture gross claims, liabilities, and net positions, along with country-level capital measures, enabling the construction of the Core Global Banking System (CGBS) network.

The output results include derived network matrices, systemic risk indices, and related measures that reflect the dynamics of interconnectedness, contagion channels, and financial vulnerability over time.

The dataset and results together allow replication of the associated analysis and facilitate further research on the evolution of global banking system stability.