Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems

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 u...

Full description

Bibliographic Details
Main Author: Chan-Lau, Jorge
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2010
Series:IMF Working Papers
Subjects:
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
LEADER 02233nmm a2200505 u 4500
001 EB000931169
003 EBX01000000000000000724765
005 00000000000000.0
007 cr|||||||||||||||||||||
008 150128 ||| eng
020 |a 9781455200665 
100 1 |a Chan-Lau, Jorge 
245 0 0 |a Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems  |c Jorge Chan-Lau 
260 |a Washington, D.C.  |b International Monetary Fund  |c 2010 
300 |a 25 pages 
651 4 |a Chile 
653 |a Depository Institutions 
653 |a Banks and banking, Foreign 
653 |a Institutional Investors 
653 |a Credit 
653 |a Commercial banks 
653 |a Pension Funds 
653 |a Banks 
653 |a Finance 
653 |a Industries: Financial Services 
653 |a Banks and banking 
653 |a Monetary economics 
653 |a Financial Instruments 
653 |a Monetary Policy, Central Banking, and the Supply of Money and Credit: General 
653 |a Micro Finance Institutions 
653 |a Mortgages 
653 |a Non-bank Financial Institutions 
653 |a Nonbank financial institutions 
653 |a Banks and Banking 
653 |a Financial services industry 
653 |a Banking 
653 |a Money and Monetary Policy 
653 |a Foreign banks 
041 0 7 |a eng  |2 ISO 639-2 
989 |b IMF  |a International Monetary Fund 
490 0 |a IMF Working Papers 
028 5 0 |a 10.5089/9781455200665.001 
856 4 0 |u https://elibrary.imf.org/view/journals/001/2010/107/001.2010.issue-107-en.xml?cid=23809-com-dsp-marc  |x Verlag  |3 Volltext 
082 0 |a 330 
520 |a 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