Financial Linkages Across Korean Banks /

This paper assesses the interconnectedness across Korean banks using three alternative methodologies. Two methodologies utilize high frequency financial data while the third uses bank balance sheet data to assess banks' bilateral exposures, systemically vulnerable banks, and systemically risky...

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Bibliographic Details
Main Author: Aydin, Burcu
Other Authors: Kim, Myeongsuk, Moon, Ho-Seong
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2011.
Series:IMF Working Papers; Working Paper ; No. 2011/201
Online Access:Full text available on IMF