Heat Map of Potential Spillover of Systemic Risk
Sources: Bloomberg L.P. ; Markit; and IMF staff estimates.1 Each cell indicates the conditional probability of banks in distress for the economy of i-th row given the banks in the economy of j-th column is in distress. Cells in red indicate high conditional probabilities of above 0.3, whereas yellow cells are considered middle risk (conditional probabilities between 0.2 and 0.3), and green cells indicate low probabilities (below 0.2).
|Sources of distress|
|Spillover to||Australia||China||Hong Kong SAR||Japan||Korea||Indonesia||Malaysia||Singapore||Thailand||U.S. and Europe|
|Hong Kong SAR|