Regulatory Capital Charges for Too-Connected-to-Fail Institutions : A Practical Proposal /

The recent financial crisis has highlighted once more that interconnectedness in the financial system is a major source of systemic risk. I suggest a practical way to levy regulatory capital charges based on the degree of interconnectedness among financial institutions. Namely, the charges are based...

詳細記述

書誌詳細
第一著者: Chan-Lau, Jorge
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2010.
シリーズ:IMF Working Papers; Working Paper ; No. 2010/098
オンライン・アクセス:Full text available on IMF