Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
AbstractThis article outlines a broad framework for assessing system-wide funding risks and analysing banks' role in the transmission of shocks across countries. It highlights the need to complement essential data on banks' consolidated balance sheets with information that provides a geographically disaggregated picture of those balance sheets. It then discusses how far the BIS international banking statistics, which have several though not all of the desired statistical properties, can go in providing measures of system-wide funding risk.
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Bibliographic InfoArticle provided by Bank for International Settlements in its journal BIS Quarterly Review.
Volume (Year): (2010)
Issue (Month): (September)
Find related papers by JEL classification:
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- Y10 - Miscellaneous Categories - - Data: Tables and Charts - - - Data: Tables and Charts
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