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...

Полное описание

Библиографические подробности
Главный автор: Cortes, Fabio
Другие авторы: Lindner, Peter, Malik, Sheheryar, Segoviano, Miguel
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2018.
Серии:IMF Working Papers; Working Paper ; No. 2018/014
Online-ссылка:Full text available on IMF