Int. J. Monetary Economics and Finance, Vol. 9, No. 2, 2016 115
Copyright © 2016 Inderscience Enterprises Ltd.
Fragility and contagion within European Union’s
banking system: the network prospective
Muhammad Mohsin Hakeem* and
Ken-ichi Suzuki
Graduate School of Economics and Management,
Tohoku University,
Sendai, Japan
Email: hakeem514@yahoo.com
Email: ksuzuki@econ.tohoku.ac.jp
*Corresponding author
Abstract: The 2007 to 2009 financial crises also known as ‘global financial
crisis’ has shown the importance of contagion and interconnectedness among
financial nodes. This trickles down the crisis effect to small nodes and whole
system becomes fragile. We analysed selected EU members banking system
network in terms of their pre- and post-crisis status. By using the matrix of
bilateral obligations and their capital levels, conducted stress test simulations
for both periods. Different levels of shocks entail most aspects of stress tests in
terms of identifying networks strength and interconnectedness. Short-terms to
long-term clearing scenarios are used to identify strong and weak nodes within
system during both time frames. Default probabilities for different levels of
shocks shows realistic picture of the banking systems, as they received huge
bailouts and financing from governments and regulators. Default probabilities
are used to identify the level of difficulty faced by particular institution or
whole system.
Keywords: banking network; bilateral exposures; contagion; credit shock;
economic policy.
Reference to this paper should be made as follows: Hakeem, M.M. and
Suzuki, K-i. (2016) ‘Fragility and contagion within European Union’s banking
system: the network prospective’, Int. J. Monetary Economics and Finance,
Vol. 9, No. 2, pp.115–131.
Biographical notes Muhammad Mohsin Hakeem is a MEXT fellow (Ministry
of Education, Culture, Sports, Science and Technology, Japan) and doctoral
student at Graduate school of economics and management, Tohoku University,
Sendai, Japan.
Ken-ichi Suzuki is an Associate Professor at Graduate School of Economics
and Management, Tohoku University, Sendai, Japan.
This paper is a revised and expanded version of a paper entitled ‘Identifying
fragile links from financial network prospective: the case of Eurozone banking
systems’ presented at SIBR Conference on Interdisciplinary Business and
Economics Research, Kimberley Hotel, Hong Kong, 27–28 September 2014.