首页    期刊浏览 2024年10月05日 星期六
登录注册

文章基本信息

  • 标题:Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
  • 本地全文:下载
  • 作者:Ingo Fender ; Patrick McGuire
  • 期刊名称:BIS Quarterly Review: International Banking and Financial Market Developments = BIZ-Quartalsbericht: Internationales Bankgeschäft und internationale Finanzmärkte
  • 印刷版ISSN:1012-9979
  • 出版年度:2010
  • 卷号:2010
  • 期号:1
  • 出版社:Bank for International Settlements
  • 摘要:

    This article outlines a broad framework for assessing system-wide funding risks and analysing banks' role in the transmission of shocks across countries. It highlights the need to complement essential data on banks' consolidated balance sheets with information that provides a geographically disaggregated picture of those balance sheets. It then discusses how far the BIS international banking statistics, which have several though not all of the desired statistical properties, can go in providing measures of system-wide funding risk.

国家哲学社会科学文献中心版权所有