Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems [electronic resource] / Jorge A Chan-Lau.
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TextSeries: IMF Working Papers; Working Paper ; No. 10/107Publication details: Washington, D.C. : International Monetary Fund, 2010Description: 1 online resource (25 p.)ISBN: 1455200662 :ISSN: 1018-5941Subject(s): Banking System | Banking Systems | Banking | Capital Loss | Capital Losses | Financial Institutions and Services: Government Policy and Regulation | ChileAdditional physical formats: Print Version:: Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking SystemsOnline resources: IMF e-Library | IMF Book Store Abstract: 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.
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.
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