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Balance Sheet Network Analysis of too-Connected-To-Fail Risk in Global and Domestic Banking Systems [electronic resource] Chan-Lau, Jorge A..

Author/Creator:
Chan-Lau, Jorge A.
Publication:
Washington, D.C. : International Monetary Fund, 2010.
Series:
IMF eLibrary
IMF Working Papers; Working Paper No. 10/107.
IMF Working Papers; Working Paper No. 10/107
Format/Description:
Government document
Book
1 online resource (25 p.)
Local subjects:
Bank accounting.
Bank balance sheet.
Bank branches.
Bank capital.
Bank claim.
Bank claims.
Bank closure.
Bank default.
Bank defaults.
Bank exposure.
Bank exposures.
Bank failures.
Bank for international settlements.
Bank funding.
Bank of canada.
Bank of england.
Bank records.
Bank reports.
Bank subsidiaries.
Banking.
Banking networks.
Banking sector.
Banking stability.
Banking statistics.
Banking supervision.
Banking supervisory agency.
Banking system.
Banking system failure.
Banking system failures.
Banking systems.
Capital.
Capital loss.
Capital losses.
Cash accounting.
Central banking.
Computational finance.
Corporate loans.
Credit risk.
Debt securities.
Deposit insurance.
Developed countries.
Emerging markets.
Equity shares.
Financial institutions.
Financial risk.
Interbank market.
International banking.
Prudential regulation.
Retained earnings.
Risk management.
Settlement system.
Subsidiaries.
Tier 1 capital.
Tier 2 capital.
Chile.
Summary:
The 2008/9 financial crisis highlighted the importance of evaluating vulnerabilities owing to interconnectedness, or Too-Connected-to-Fail risk, among financial institutions for country monitoring, financial surveillance, investment analysis and risk management purposes. This paper illustrates the use of balance sheet-based network analysis to evaluate interconnectedness risk, under extreme adverse scenarios, in banking systems in mature and emerging market countries, and between individual banks in Chile, an advanced emerging market economy.
Notes:
Description based on print version record.
Contributor:
Chan-Lau, Jorge A.
Other format:
Print Version:
ISBN:
1455200662:
9781455200665
ISSN:
1018-5941
Publisher Number:
10.5089/9781455200665.001
Access Restriction:
Restricted for use by site license.
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