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...

全面介紹

書目詳細資料
主要作者: Arslanalp, Serkan
其他作者: Liao, Yin
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2015.
叢編:IMF Working Papers; Working Paper ; No. 2015/255
在線閱讀:Full text available on IMF