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

April 1, 2010

Preview Citation

Format: Chicago

Jorge A Chan-Lau. Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems, (USA: International Monetary Fund, 2010) accessed October 6, 2024

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 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.

Subject: Banking, Commercial banks, Credit, Foreign banks, Nonbank financial institutions

Keywords: Bank, Banking system, Financial institution, WP

Publication Details

Pages:

25
Volume:

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DOI:

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Issue:

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Series:

Working Paper No. 2010/107
Stock No:

WPIEA2010107
ISBN:

9781455200665
ISSN:

1018-5941

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