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...

Повний опис

Бібліографічні деталі
Автор: Arslanalp, Serkan
Інші автори: Liao, Yin
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2015.
Серія:IMF Working Papers; Working Paper ; No. 2015/255
Онлайн доступ:Full text available on IMF