Systemic importance: some simple indicators

Mathias Drehmann and Nikola Tarashev ()

BIS Quarterly Review, 2011

Abstract: Are there simple yet reliable indicators of banks' systemic importance? In addressing this question, this article explores three model-based measures of systemic importance and finds that bank size helps approximate each of them. A bank's total interbank lending and borrowing provide useful complementary information.

JEL-codes: G20 G28 L14 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (79)

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Persistent link: https://EconPapers.repec.org/RePEc:bis:bisqtr:1103e

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