Systemic importance: some simple indicators

Are there simple yet reliable indicators of banks' systemic importance? In addressing this question, this article explores three model-based measures of systemic importance and finds that bank size helps approximate each of them. A bank's total interbank lending and borrowing provide useful complementary information.

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Year of publication:	2011
Authors:	Drehmann, Mathias ; Tarashev, Nikola
Published in:	BIS Quarterly Review. - Bank for International Settlements (BIS). - 2011, March
Publisher:	Bank for International Settlements (BIS)

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Extent:	application/pdf text/html
Type of publication:	Article
Classification:	G20 - Financial Institutions and Services. General ; G28 - Government Policy and Regulation ; L14 - Transactional Relationships; Contracts and Reputation; Networks
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008861819