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Bank of England maps Interbank Exposures in the United Kingdom with FNA

Background

During the 2008 financial crisis, many banks ran into difficulties at the same time as shocks spread rapidly across the financial system. One of the main reasons for this was that the global financial system had become highly interconnected.

Objective

Measure bank interconnectedness and associated systemic risk in the UK.

Insights

Direct interconnectedness such as interbank credit exposures, have decreased materially since the financial crisis. On the other hand, indirect interconnectedness such as correlations in banks’ CDS premia remain elevated. The analysis helps to define the case for policy interventions to reduce the associated risks.

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