Search Results

You are looking at 1 - 1 of 1 items :

  • Keyword: financial Institutions And Services, x
  • Asia and the Pacific x
  • Keywords: Financial Institutions and Services: General, x
Clear All Modify Search
Short-Term Wholesale Funding and Systemic Risk

Short-Term Wholesale Funding and Systemic Risk »

Source: Short-Term Wholesale Funding and Systemic Risk : A Global Covar Approach

Volume/Issue: 2012/46

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

ISBN: 9781463936471

Keywords: Wholesale Funding, Macroprudential Regulation, recapitalization, financial system, contagion, Multiple or Simultaneous Equation Models: General, Financial Institutions and Services: General, General Financial Markets,

In this paper we identify some of the main factors behind systemic risk in a set of international large-scale complex banks using the novel CoVaR approach. We find that short-term wholesale funding is a key determi...