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Identifying Systemically Important Financial Institutions (SIFIs)

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  • Christian Weistroffer

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Abstract

In this study the analytical framework for identifying and benchmarking systemically important financial institutions is discussed. First, the main concepts underlying the SIFI definition are laid out. Next, the methodologies used for measuring systemic importance in academia and for policy purposes are mentioned. Different categories as proposed by the Basel Committee on Banking Supervision (BCBS) are checked for identifying global systemically important banks (G-SIBs). Finally, a brief overview on how non-bank financials and market infrastructures can be included in the SIFIs framework are made. URL:[http://www.dbresearch.com/PROD/DBR_INTERNET_EN-PROD/PROD0000000000276722/Identifying+systemically+important+financial+institutions+%28SIFIs%29.pdf].

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Bibliographic Info

Paper provided by eSocialSciences in its series Working Papers with number id:4383.

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Date of creation: Aug 2011
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Handle: RePEc:ess:wpaper:id:4383

Note: Institutional Papers
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Web page: http://www.esocialsciences.org

Related research

Keywords: financial institutions; SIFIs; non-bank; market infrastructures; academia; policy; basel committee; banking supervision; systematic risk; Liquidity transformation; financial; Hedge funds; insurance companies; global economy; methodologies; public good; externalities; systemically important financial institutions;

References

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  1. Acharya, Viral V., 2009. "A Theory of Systemic Risk and Design of Prudential Bank Regulation," CEPR Discussion Papers 7164, C.E.P.R. Discussion Papers.
  2. Nikola Tarashev & Mathias Drehmann, 2011. "Measuring the systemic importance of interconnected banks," BIS Working Papers 342, Bank for International Settlements.
  3. Viral V. Acharya, 2010. "Measuring systemic risk," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 65-71.
  4. Acharya, Viral V & Pedersen, Lasse H & Philippon, Thomas & Richardson, Matthew P, 2012. "Measuring Systemic Risk," CEPR Discussion Papers 8824, C.E.P.R. Discussion Papers.
  5. Xin Huang & Hao Zhou & Haibin Zhu, 2009. "A Framework for Assessing the Systemic Risk of Major Financial Institutions," BIS Working Papers 281, Bank for International Settlements.
  6. Barba Navaretti, Giorgio & Calzolari, Giacomo & Levi, Micol & Pozzolo, Alberto, 2010. "Multinational Banking in Europe: Financial Stability and Regulatory Implications Lessons from the Financial Crisis," CEPR Discussion Papers 7823, C.E.P.R. Discussion Papers.
  7. Jorge A. Chan-Lau, 2010. "Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal," IMF Working Papers 10/98, International Monetary Fund.
  8. Xin Huang & Hao Zhou & Haibin Zhu, 2011. "Systemic risk contributions," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 36-43 Bank for International Settlements.
  9. Chen Zhou, 2009. "Are banks too big to fail?," DNB Working Papers 232, Netherlands Central Bank, Research Department.
  10. Xin Huang & Hao Zhou & Haibin Zhu, 2010. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," BIS Working Papers 296, Bank for International Settlements.
  11. Sònia Muñoz & Ryan Scuzzarella & Martin Cihák, 2011. "The Bright and the Dark Side of Cross-Border Banking Linkages," IMF Working Papers 11/186, International Monetary Fund.
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Cited by:
  1. Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL) - A Model Approach," IMF Working Papers 12/209, International Monetary Fund.

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