Banking Stability Measures /

This paper defines a set of banking stability measures which take account of distress dependence among the banks in a system, thereby providing a set of tools to analyze stability from complementary perspectives by allowing the measurement of (i) common distress of the banks in a system, (ii) distre...

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Detalles Bibliográficos
Autor Principal: Goodhart, C.
Outros autores: Segoviano, Miguel
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF Working Papers; Working Paper ; No. 2009/004
Acceso en liña:Full text available on IMF