Financial Linkages Across Korean Banks /

This paper assesses the interconnectedness across Korean banks using three alternative methodologies. Two methodologies utilize high frequency financial data while the third uses bank balance sheet data to assess banks' bilateral exposures, systemically vulnerable banks, and systemically risky...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Aydin, Burcu
Weitere Verfasser: Kim, Myeongsuk, Moon, Ho-Seong
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2011.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2011/201
Online Zugang:Full text available on IMF