Working Papers in full text
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
All
Other research-related activities and publications of the IMF can be found at IMF Research
|
Free Email Notification
Receive emails when we post new
items of interest to you.
Subscribe or
Modify your profile
|
|
|
|
Systemic Risks in Global Banking: What Available Data can tell us and What More Data are Needed?
|
Author/Editor: |
Cerutti, Eugenio | Claessens, Stijn | McGuire, Patrick |
| Authorized for Distribution: |
September 1, 2011 |
|
Electronic Access: |
Free Full Text (PDF file size is 1,123KB)
Use the free Adobe Acrobat Reader to view this PDF file.
|
|
|
|
Disclaimer: This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate.
|
|
Summary: The recent financial crisis has shown how interconnected the financial world has become. Shocks in one location or asset class can have a sizable impact on the stability of institutions and markets around the world. But systemic risk analysis is severely hampered by the lack of consistent data that capture the international dimensions of finance. While currently available data can be used more effectively, supervisors and other agencies need more and better data to construct even rudimentary measures of risks in the international financial system. Similarly, market participants need better information on aggregate positions and linkages to appropriately monitor and price risks. Ongoing initiatives that will help in closing data gaps include the G20 Data Gaps Initiative, which recommends the collection of consistent bank-level data for joint analyses and enhancements to existing sets of aggregate statistics, and the enhancement to the BIS international banking statistics.
|
|
|
|
Order a print copy
|
|
Series: |
Working Paper No. 11/222 |
|
Subject(s): |
Bank credit | Banking systems | Credit risk | Data collection | Financial risk | International banking | International financial system |
|
Author's keyword(s): |
Systemic risks; banking system | international | contagion | vulnerabilities |
|
|
|
|
| |
Published: |
|
September 1, 2011 |
|
|
|
|
| |
|
|
|
|
Format: |
|
Paper |
| |
Stock No: |
|
WPIEA2011222 |
|
Pages: |
|
26 |
| |
Price: |
|
US$18.00 (Academic Rate: US$18.00 )
|
|
|
|
|
|
|
