Systemic Importance: Some Simple Indicators
13 Pages Posted: 25 Aug 2012
Date Written: March 2011
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: Suggested Citation