Identifying Systemically Important Financial Institutions (SIFIs)
Christian Weistroffer
Working Papers from eSocialSciences
Abstract:
In this study the analytical framework for identifying and benchmarking systemically important financial institutions is discussed. First, the main concepts underlying the SIFI definition are laid out. Next, the methodologies used for measuring systemic importance in academia and for policy purposes are mentioned. Different categories as proposed by the Basel Committee on Banking Supervision (BCBS) are checked for identifying global systemically important banks (G-SIBs). Finally, a brief overview on how non-bank financials and market infrastructures can be included in the SIFIs framework are made. URL:[http://www.dbresearch.com/PROD/DBR_INTERNET_EN-PROD/PROD0000000000276722/Identifying+systemically+important+financial+institutions+%28SIFIs%29.pdf].
Keywords: financial institutions; SIFIs; non-bank; market infrastructures; academia; policy; basel committee; banking supervision; systematic risk; Liquidity transformation; financial; Hedge funds; insurance companies; global economy; methodologies; public good; externalities; systemically important financial institutions (search for similar items in EconPapers)
Date: 2011-08
Note: Institutional Papers
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (15)
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