Short-Term Wholesale Funding and Systemic Risk : A Global Covar Approach.
In this paper we identify some of the main factors behind systemic risk in a set of international large-scale complex banks using the novel CoVaR approach. We find that short-term wholesale funding is a key determinant in triggering systemic risk episodes. In contrast, we find no evidence that a lar...
| সংস্থা লেখক: | |
|---|---|
| বিন্যাস: | পত্রিকা |
| ভাষা: | English |
| প্রকাশিত: |
Washington, D.C. :
International Monetary Fund,
2012.
|
| মালা: | IMF Working Papers; Working Paper ;
No. 2012/046 |
| অনলাইন ব্যবহার করুন: | Full text available on IMF |