Systemic Importance: Some Simple Indicators

13 Pages Posted: 25 Aug 2012

See all articles by Mathias Drehmann

Mathias Drehmann

Bank for International Settlements (BIS)

Nikola A. Tarashev

Bank for International Settlements (BIS) - Monetary and Economic Department

Date Written: March 2011

Abstract

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

Suggested Citation

Drehmann, Mathias and Tarashev, Nikola A., Systemic Importance: Some Simple Indicators (March 2011). BIS Quarterly Review, March 2011, Available at SSRN: https://ssrn.com/abstract=1785264

Mathias Drehmann (Contact Author)

Bank for International Settlements (BIS) ( email )

Centralbahnplatz 2
CH-4002 Basel
Switzerland

Nikola A. Tarashev

Bank for International Settlements (BIS) - Monetary and Economic Department ( email )

Centralbahnplatz 2
CH-4002 Basel
Switzerland

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