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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Detalles Bibliográficos
Autor Principal: Aydin, Burcu
Outros autores: Kim, Myeongsuk, Moon, Ho-Seong
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2011.
Series:IMF Working Papers; Working Paper ; No. 2011/201
Acceso en liña:Full text available on IMF