Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
BIS Quarterly Review
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September 2010
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06 September 2010
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.
JEL classification: F34, G15, G21, Y10
The views expressed in this publication are those of the authors and do not necessarily reflect the views of the BIS or its member central banks.
