Contingent Liabilities from Banks : How to Track Them? /

In this paper, we develop a methodology to assess potential losses to the government that could arise from bank failures. The approach is intended to be simple, parsimonious, and used in real time. It generates an index that we call the banking sector contingent liability index (BCLI), based on the...

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Bibliographic Details
Main Author: Arslanalp, Serkan
Other Authors: Liao, Yin
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2015.
Series:IMF Working Papers; Working Paper ; No. 2015/255
Online Access:Full text available on IMF