Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems /

The 2008/9 financial crisis highlighted the importance of evaluating vulnerabilities owing to interconnectedness, or Too-Connected-to-Fail risk, among financial institutions for country monitoring, financial surveillance, investment analysis and risk management purposes. This paper illustrates the u...

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প্রধান লেখক: Chan-Lau, Jorge
বিন্যাস: পত্রিকা
ভাষা:English
প্রকাশিত: Washington, D.C. : International Monetary Fund, 2010.
মালা:IMF Working Papers; Working Paper ; No. 2010/107
অনলাইন ব্যবহার করুন:Full text available on IMF
বিবরন
সংক্ষিপ্ত:The 2008/9 financial crisis highlighted the importance of evaluating vulnerabilities owing to interconnectedness, or Too-Connected-to-Fail risk, among financial institutions for country monitoring, financial surveillance, investment analysis and risk management purposes. This paper illustrates the use of balance sheet-based network analysis to evaluate interconnectedness risk, under extreme adverse scenarios, in banking systems in mature and emerging market countries, and between individual banks in Chile, an advanced emerging market economy.
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দৈহিক বর্ননা:1 online resource (25 pages)
বিন্যাস:Mode of access: Internet
আইএসএসএন:1018-5941
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