Banking Stability Measures /

This paper defines a set of banking stability measures which take account of distress dependence among the banks in a system, thereby providing a set of tools to analyze stability from complementary perspectives by allowing the measurement of (i) common distress of the banks in a system, (ii) distre...

Full beskrivning

Bibliografiska uppgifter
Huvudupphovsman: Goodhart, C.
Övriga upphovsmän: Segoviano, Miguel
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2009.
Serie:IMF Working Papers; Working Paper ; No. 2009/004
Länkar:Full text available on IMF