Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
Year: 2010
Type: article
Abstract: This 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.
Authors: Ingo Fender, Patrick McGuire
Institution: Bank for International Settlements
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1596475462