Expected default based score for identifying systemically important banks
Abstract
The issue of identifying systemically important banks has gained prominence since the recent global financial crisis in 2007. However, the extant methods either neglect the adverse impact on the financial system posed by a bank or ignore the various interactions among banks. To resolve this issue, the objective of this study is to put forward an expected default based score (EDBS) that overcomes the drawbacks of the existing methods from the...
Paper Details
Title
Expected default based score for identifying systemically important banks
Published Date
Aug 1, 2017
Journal
Volume
64
Pages
589 - 600
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Notes
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