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Identifying Systemically Important Financial Institutions (SIFIs)

  • Christian Weistroffer

    ()

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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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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  1. repec:fip:fedhpr:y:2010:i:may:p:65-71 is not listed on IDEAS
  2. Chen Zhou, 2009. "Are banks too big to fail?," DNB Working Papers 232, Netherlands Central Bank, Research Department.
  3. Xin Huang & Hao Zhou & Haibin Zhu, 2009. "A framework for assessing the systemic risk of major financial institutions," Finance and Economics Discussion Series 2009-37, Board of Governors of the Federal Reserve System (U.S.).
  4. Giorgio Barba Navaretti & Giacomo Calzolari & Alberto Franco Pozzolo & Micol Levi, 2010. "Multinational Banking in Europe: Financial Stability and Regulatory Implications. Lessons from the Financial Crisis," Development Working Papers 292, Centro Studi Luca d\'Agliano, University of Milano, revised 30 Apr 2010.
  5. 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.
  6. 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.
  7. 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.
  8. Acharya, Viral V., 2009. "A theory of systemic risk and design of prudential bank regulation," Journal of Financial Stability, Elsevier, vol. 5(3), pages 224-255, September.
  9. 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.
  10. Drehmann, Mathias & Tarashev, Nikola, 2013. "Measuring the systemic importance of interconnected banks," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 586-607.
  11. Viral V. Acharya, 2010. "Measuring systemic risk," Proceedings 1140, Federal Reserve Bank of Chicago.
  12. 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.
  13. Bluhm, Marcel & Krahnen, Jan Pieter, 2011. "Default risk in an interconnected banking system with endogeneous asset markets," CFS Working Paper Series 2011/19, Center for Financial Studies (CFS).
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