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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Bibliografische gegevens
Hoofdauteur: Arslanalp, Serkan
Andere auteurs: Liao, Yin
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2015.
Reeks:IMF Working Papers; Working Paper ; No. 2015/255
Online toegang:Full text available on IMF