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...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Aydin, Burcu
Kolejni autorzy: Kim, Myeongsuk, Moon, Ho-Seong
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2011.
Seria:IMF Working Papers; Working Paper ; No. 2011/201
Dostęp online:Full text available on IMF
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100 1 |a Aydin, Burcu. 
245 1 0 |a Financial Linkages Across Korean Banks /  |c Burcu Aydin, Myeongsuk Kim, Ho-Seong Moon. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2011. 
300 |a 1 online resource (31 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 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 banks. The analysis concludes that while Korean banks are interconnected, both the financial risk and contagion risk from such interconnectedness have declined significantly in the aftermath of the global financial crisis. 
538 |a Mode of access: Internet 
700 1 |a Kim, Myeongsuk. 
700 1 |a Moon, Ho-Seong. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2011/201 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2011/201/001.2011.issue-201-en.xml  |z IMF e-Library