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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Autore principale: Chan-Lau, Jorge
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2010.
Serie:IMF Working Papers; Working Paper ; No. 2010/107
Accesso online:Full text available on IMF