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...

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书目详细资料
主要作者: Chan-Lau, Jorge
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2010.
丛编:IMF Working Papers; Working Paper ; No. 2010/098
在线阅读:Full text available on IMF