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  • 标题:Regulatory Capital Charges for Too-connected-to-fail Institutions: A Practical Proposal
  • 本地全文:下载
  • 作者:Chan-lau, Jorge A.
  • 期刊名称:International Monetary Fund Survey
  • 印刷版ISSN:0047-083X
  • 出版年度:2010
  • 期号:Apr
  • 出版社:International Monetary Fund
  • 摘要:

    The recent financial crisis has highlighted once more that interconnectedness in the financial system is a major source of systemic risk. I suggest a practical way to levy regulatory capital charges based on the degree of interconnectedness among financial institutions. Namely, the charges are based on the institution’s incremental contribution to systemic risk. The imposition of such capital charges could go a long way towards internalizing the negative externalities associated with too-connected-to-fail institutions and providing managerial incentives to strengthen an institution’s solvency position, and avoid too much homogeneity and excessive reliance on the same counterparties in the financial industry

  • 关键词:Regulatory capital ; too-connected-to-fail ; incremental portfolio ; financial institutions ; CoRisk ; netwrok analysis ; perimeter of regulation ; systemic risk
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