Published in:Bank of Italy Occasional Paper ; No. 259
Extent:
1 Online-Ressource (34 p)
Language:
English
DOI:
10.2139/ssrn.2595151
Identifier:
Origination:
Footnote:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 22, 2015 erstellt
Description:
We develop a methodology to identify and rank ‘systemically important financial institutions' (SIFIs). Our approach is consistent with that followed by the Financial Stability Board but, unlike the latter, it is free of judgment and it is based entirely on publicly available data, thus filling the gap between the official views of the regulator and those that market participants form with their own information set. We apply the methodology on three samples of banks (global, EU and euro area) for the years 2007-12