AMRO：亚洲经济体跨境直接银行风险敞口：对手方风险排名评估（英文版）

This paper develops and applies a portfolio-based framework for assessing systemic risk in cross-border banking networks. Relying on three complementary measures, it captures distinct risk dimensions related to diversification, institution-specific shocks, and contagion potential. Despite limitations stemming from indirect exposures and the lack of bank-level bilateral data, the approach remains informative for surveillance, enabling the identification of jurisdictions that warrant closer sup