November 3, 2025
This paper develops and applies a portfolio-based framework for assessing systemic risk in cross-border banking networks.
February 2, 2024
Credit risks posed by ASEAN+3 non-financial corporate (NFC) sectors have risen.
September 19, 2023
In this note, we introduce AMRO’s Risk Identification and Signalling Kickoff (RISK) exercise, aimed at assessing systemic risks to the ASEAN+3 region.
June 7, 2023
This paper formulates a Bank Vulnerability Index (BVI) for ASEAN+3 banks and banking systems to facilitate the early detection of vulnerabilities for a more informed approach to surveillance and policymaking.
May 26, 2023
Credit risk has played a significant role in many financial crises, including the global financial crisis. The COVID-19 pandemic also highlighted bank credit losses to the private sector. However, there…
