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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Détails bibliographiques
Auteur principal: Arslanalp, Serkan
Autres auteurs: Liao, Yin
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2015.
Collection:IMF Working Papers; Working Paper ; No. 2015/255
Accès en ligne:Full text available on IMF