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...

ver descrição completa

Detalhes bibliográficos
Autor principal: Chan-Lau, Jorge
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2010.
Colecção:IMF Working Papers; Working Paper ; No. 2010/107
Acesso em linha:Full text available on IMF
LEADER 01626cas a2200241 a 4500
001 AALejournalIMF006423
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781455200665 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Chan-Lau, Jorge. 
245 1 0 |a Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems /  |c Jorge Chan-Lau. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2010. 
300 |a 1 online resource (25 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2010/107 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2010/107/001.2010.issue-107-en.xml  |z IMF e-Library