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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গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Arslanalp, Serkan
অন্যান্য লেখক: Liao, Yin
বিন্যাস: পত্রিকা
ভাষা:English
প্রকাশিত: Washington, D.C. : International Monetary Fund, 2015.
মালা:IMF Working Papers; Working Paper ; No. 2015/255
অনলাইন ব্যবহার করুন:Full text available on IMF
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245 1 0 |a Contingent Liabilities from Banks :   |b How to Track Them? /  |c Serkan Arslanalp, Yin Liao. 
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490 1 |a IMF Working Papers 
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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