Asset Commonality and Systemic Risk Among Large Banks in the United States / Najlacnejšie knihy
Asset Commonality and Systemic Risk Among Large Banks in the United States

Code: 17391935

Asset Commonality and Systemic Risk Among Large Banks in the United States

by U S Department of the Treasury

In this paper, we present a compellingly simple yet innovative approach to capturing the buildup of systemic risk associated with commonalities in banks' asset holdings. We draw on a growing strand of theoretical literature that s ... more

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In this paper, we present a compellingly simple yet innovative approach to capturing the buildup of systemic risk associated with commonalities in banks' asset holdings. We draw on a growing strand of theoretical literature that studies the systemic extern

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