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...

詳細記述

書誌詳細
第一著者: Arslanalp, Serkan
その他の著者: Liao, Yin
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2015.
シリーズ:IMF Working Papers; Working Paper ; No. 2015/255
オンライン・アクセス:Full text available on IMF
LEADER 01639cas a2200253 a 4500
001 AALejournalIMF016438
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781513568560 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Arslanalp, Serkan. 
245 1 0 |a Contingent Liabilities from Banks :   |b How to Track Them? /  |c Serkan Arslanalp, Yin Liao. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2015. 
300 |a 1 online resource (30 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 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 banking sector's size, concentration, diversification, leverage, and riskiness of assets. The index is illustrated for 32 advanced and emerging market economies from 2006 to 2013, as well as a group of banks including global systemically important banks (G-SIBs). 
538 |a Mode of access: Internet 
700 1 |a Liao, Yin. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2015/255 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2015/255/001.2015.issue-255-en.xml  |z IMF e-Library