An Assessment Methodology for Domestic Systemically Important Banks in Australia

20 Pages Posted: 31 May 2013  

Patrick Brämer

University of Magdeburg

Horst Gischer

University of Magdeburg

Date Written: June 2013

Abstract

This article serves as a response to the assessment methodology of the Basel Committee on Banking Supervision to identify systemically important banks. The official technique requires an extensive collection of bank data, which can hardly be accessed in full by the general public. By contrast, our article develops a practicable modification that utilises only readily available indicators and thus provides a helpful tool for banks' stakeholders and the public. For the period 2002–2011, we determine the domestic systemic importance of every licensed bank in Australia. Our quantitative results do not only uncover high levels of systemic impact of the four major banks, but their rising dominance during the Global Financial Crisis.

Suggested Citation

Brämer, Patrick and Gischer, Horst, An Assessment Methodology for Domestic Systemically Important Banks in Australia (June 2013). Australian Economic Review, Vol. 46, Issue 2, pp. 140-159, 2013. Available at SSRN: https://ssrn.com/abstract=2272480 or http://dx.doi.org/10.1111/j.1467-8462.2013.12008.x

Patrick Brämer (Contact Author)

University of Magdeburg ( email )

Economics of Business and Law
PSF 4120
Magdeburg, D-39106
Germany

Horst Gischer

University of Magdeburg

Economics of Business and Law
PSF 4120
Magdeburg, D-39106
Germany

Paper statistics

Downloads
0
Abstract Views
242