BIS economists identify indicators of systemic risk

bank-cracking

Research published by the Bank for International Settlements (BIS) on Monday has identified a bank's size as the most important proxy of its systemic importance.

The research, by BIS economists Mathias Drehmann and Nikola Tarashev, found that size matters regardless of how one chooses to measure systemic risk. The research also flagged that interbank lending and interbank borrowing provided useful additional information for some measures of systemic importance, but not others.
"Simple indicators

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