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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Podrobná bibliografie
Hlavní autor: Arslanalp, Serkan
Další autoři: Liao, Yin
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2015.
Edice:IMF Working Papers; Working Paper ; No. 2015/255
On-line přístup:Full text available on IMF