Hidden Bibliographic Details
| ISBN: | 9781462360680
1462360688
1283555018
9781283555012
1455257362
9781455257362
|
|---|
| Notes: | ReferencesFootnotes.
Print version record.
|
|---|
| Summary: | This paper attempts to identify the indicators that can demonstrate the vulnerabilities in systemically important financial institutions. The paper finds that (i) indicators on leverage, liquidity, and business scope can help identify the differences between the intervened and non-intervened financial institutions during the subprime crisis; (ii) the expected default frequencies react positively to shocks to leverage, inflation, global financial stress, and global excess liquidity, and negatively to return on assets and equity prices; and (iii) leverage has been the most robust factor with a l.
|
|---|
| Other form: | Print version: Sun, Tao. Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-financial Linkages Framework. Washington : International Monetary Fund, ©2011 9781455261406
|
|---|
| Standard no.: | 10.5089/9781455257362.001
|
|---|
