Measuring the systemic importance of interconnected banks

B-Tier
Journal: Journal of Financial Intermediation
Year: 2013
Volume: 22
Issue: 4
Pages: 586-607

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose a method for measuring the systemic importance of interconnected banks. In order to capture contributions to system-wide risk, our measure accounts fully for the extent to which a bank (i) propagates shocks across the system and (ii) is vulnerable to propagated shocks. An empirical implementation of this measure and a popular alternative reveals that interconnectedness is a key driver of systemic importance. However, since the two measures reflect the impact of interbank borrowing and lending on system-wide risk differently, they can disagree substantially about the systemic importance of individual banks.

Technical Details

RePEc Handle
repec:eee:jfinin:v:22:y:2013:i:4:p:586-607
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25