Has the global banking system become more fragile over time ?

Anginer, Deniz; Demirguc-Kunt, Asli

Has the global banking system become more fragile over time ? (English)

Abstract

This paper examines time-series and cross-country variations in default risk co-dependence in the global banking system. The authors construct a default risk measure for all publicly traded banks using the Merton contingent claim model, and examine the... See More +

Author Anginer, Deniz; Demirguc-Kunt, Asli;
Document Date 2011/10/01
Document Type Policy Research Working Paper;
Report Number WPS5849
Volume No 1
Total Volume(s) 1
Country World;
Region The World Region;
Disclosure Date 2011/10/01
Disclosure Status Disclosed
Doc Name Has the global banking system become more fragile over time ?
Keywords
default risk;Finance & Private Sector Development;default probability;number of banks;banking sector;market value of equity;banking regulation and supervision;resolution ... See More +
Language English
Major Sector Financial Sector;
Rel. Proj ID 1W-The Crisis And Beyond: Fy11-Fy13 -- P122136;
Sector General finance sector;
Topics Commercial Banking; Deposit Insurance; Bank Regulation and Supervision; Financial Institutions; Credit Risk;
Historic Topics Private Sector Development; Finance and Financial Sector Development;
Historic SubTopics Legal Institutions of the Market Economy; Banks & Banking Reform; Financial Crisis Management & Restructuring; Deposit Insurance;
Unit Owning Development Research Group (DECRG) ; DECRG: Finance & Priv Sec Devt (DECFP)
Series Name Policy Research working paper ; no. WPS 5849
Version Type Final
Product Line Research Services

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Has the global banking system become more fragile over time ? (English)

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Documents & Reports

Has the global banking system become more fragile over time ? (English)

Details

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Complete Report in English

Citation

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