Systemic importance: some simple indicators
BIS Quarterly Review
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March 2011
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14 March 2011
Are there simple yet reliable indicators of banks' systemic importance? In addressing this question, this article explores three model-based measures of systemic importance and finds that bank size helps approximate each of them. A bank's total interbank lending and borrowing provide useful complementary information.
JEL classification: G20, G28, L14