Systemic Importance Data Shed Light on Global Banking Risks
Bert Loudis () and
M. Allahrakha
Additional contact information
Bert Loudis: Office of Financial Research
No 16-03, Briefs from Office of Financial Research, US Department of the Treasury
Abstract:
This brief uses the latest available data to show that U.S. banks remain among the most systemically important, while the systemic importance scores of Chinese banks increased the most. Also with this brief, the OFR introduces an online interactive chart to help users compare the 30 global systemically important banks, or G-SIBs. Regulators will begin phasing in capital surcharges on G-SIBs this year.
Keywords: Basel; Systemic Importance Scores; Capital Requirements (search for similar items in EconPapers)
Pages: 6 pages
Date: 2016-04-13
References: Add references at CitEc
Citations: View citations in EconPapers (6)
Downloads: (external link)
https://www.financialresearch.gov/briefs/files/OFR ... al-Banking-Risks.pdf (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:ofr:briefs:16-03
Access Statistics for this paper
More papers in Briefs from Office of Financial Research, US Department of the Treasury Contact information at EDIRC.
Bibliographic data for series maintained by Corey Garriott ().