02330cas a2200241 a 4500 AALejournalIMF014676 230101c9999 xx r poo 0 0eng d 5.00 USD 9781498353922 1934-7685 BD-DhAAL BD-DhAAL International Monetary Fund. Monetary and Capital Markets Department. Switzerland : Technical Note-Systemic Risk and Contagion Analysis. Washington, D.C. : International Monetary Fund, 2014. 1 online resource (42 pages) IMF Staff Country Reports <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students This Technical Note on Systemic Risk and Contagion Analysis on Switzerland summarizes the systemic risk and contagion analysis undertaken for the Swiss financial system as part of the Financial Sector Assessment Program (FSAP) Update. Contagion risks arising from interbank exposures in Switzerland appear to be contained. This analysis shows only moderate effects, consistent with restrictions imposed by the Swiss 'large exposure rules' currently in place, and no material second round effects will materialize within the domestic interbank market. In terms of bank groups, domestic interbank exposure risks appear to be moderate for most banks, but a few small private banks and banks specialized in asset management appear to be somewhat vulnerable. The international contagion analysis suggests that global contagion risks among Global Systemically Important Financial Institutions and the large Swiss financial institutions appear to be currently contained. The systematic risk analysis shows that the relative contribution of domestically oriented banks to systemic risk is increasing. The bank-sovereign contagion analysis suggests that increases in banks capital buffers have contributed positively to limit contagion risks. Mode of access: Internet IMF Staff Country Reports; Country Report ; No. 2014/268 Full text available on IMF http://elibrary.imf.org/view/journals/002/2014/268/002.2014.issue-268-en.xml IMF e-Library