Contingent liabilities from banks : how to track them? /

Contingent liabilities from banks : how to track them? /

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Bibliographic Details
Author / Creator:	Arslanalp, Serkan, 1976- (IMF staff, author)
Imprint:	[Washington, D.C.] : International Monetary Fund, ©2015.
Description:	1 online resource (30 pages) : color illustrations.
Language:	English
Series:	IMF working paper ; WP/15/255 IMF working paper ; WP/15/255.
Subject:	Contingent liabilities (Accounting) -- Econometric models. Banks and banking -- Econometric models. Bank failures -- Econometric models. Bank failures -- Econometric models. Banks and banking -- Econometric models.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12505637

Hidden Bibliographic Details
Other authors / contributors:	Liao, Yin, author. International Monetary Fund. Monetary and Capital Markets Department.
ISBN:	1513568566 9781513568560 9781513568560
ISSN:	1018-5941
Notes:	"December 2015." "Monetary and Capital Markets Department." Includes bibliographical references (pages 20-22). Online resource; title from pdf title page (IMF.org Web site, viewed December 21, 2015).
Summary:	In this paper, we develop a methodology to assess potential losses to the government that could arise from bank failures. The approach is intended to be simple, parsimonious, and used in real time. It generates an index that we call the banking sector contingent liability index (BCLI), based on the banking sector's size, concentration, diversification, leverage, and riskiness of assets. The index is illustrated for 32 advanced and emerging market economies from 2006 to 2013, as well as a group of banks including global systemically important banks (G-SIBs).--Abstract.
Other form:	Print Version: Arslanalp, Serkan. Contingent Liabilities from Banks : How to Track Them?. Washington, D.C. : International Monetary Fund, 2015. 9781513568560
Standard no.:	10.5089/9781513568560.001

Description
Summary:	In this paper, we develop a methodology to assess potential losses to the government that could arise from bank failures. The approach is intended to be simple, parsimonious, and used in real time. It generates an index that we call the banking sector contingent liability index (BCLI), based on the banking sector's size, concentration, diversification, leverage, and riskiness of assets. The index is illustrated for 32 advanced and emerging market economies from 2006 to 2013, as well as a group of banks including global systemically important banks (G-SIBs).
Item Description:	"December 2015." "Monetary and Capital Markets Department."
Physical Description:	1 online resource (30 pages) : color illustrations.
Bibliography:	Includes bibliographical references (pages 20-22).
ISBN:	1513568566 9781513568560
ISSN:	1018-5941