A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN) /

This paper presents the Systemic Risk and Interconnectedness (SyRIN) tool. SyRIN allows a comprehensive assessment of systemic risk via quantification of the impact of risk amplification mechanisms, due to interconnectedness structures across banks and other financial intermediaries-insurance, pensi...

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Hlavní autor: Cortes, Fabio
Další autoři: Lindner, Peter, Malik, Sheheryar, Segoviano, Miguel
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2018.
Edice:IMF Working Papers; Working Paper ; No. 2018/014
On-line přístup:Full text available on IMF