Interconnectedness of Global Systemically-Important Banks and Insurers ePub (Adobe DRM) download by Sheheryar Malik

Interconnectedness of Global Systemically-Important Banks and Insurers

INTERNATIONAL MONETARY FUND
Publication date: September 2017
ISBN: 9781484323953
Digital Book format: ePub (Adobe DRM)

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Interconnectedness among global systemically important banks (GSIBs) and global systemically important insurers (GSIIs) has important financial stability implications. This paper examines connectedness among United States, European and Asian GSIBs and GSIIs, using publicly-available daily equity returns and intra-day volatility data from October 2007 to August 2016. Results reveal strong regional clusters of return and volatility connectedness amongst GSIBs and GSIIs. Compared to Asia, selected GSIBs and GSIIs headquartered in the United States and Europe appear to be main sources of market-based connectedness. Total system connectedness-i.e., among all GSIBs and GSIIs-tends to rise during financial stress, which is corroborated by a balance sheet oriented systemic risk measure. Lastly, the paper demonstrates significant influence of economic policy uncertainty and U.S. long-term interest rates on total connectedness among systemically important institutions, and the important role of bank profitability and asset quality in driving bank-specific return connectedness.
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Interconnectedness of Global Systemically-Important Banks and Insurers ePub (Adobe DRM) download by Sheheryar Malik
INTERNATIONAL MONETARY FUND, September 2017
ISBN: 9781484323953
EAN:  9781484323953
ePub (Adobe DRM)
List Price: $9.00 eBook price: $6.99
Interconnectedness of Global Systemically-Important Banks and Insurers PDF (Adobe DRM) download by Sheheryar Malik
INTERNATIONAL MONETARY FUND, September 2017
ISBN: 9781484324004
EAN:  9781484324004
PDF (Adobe DRM)
List Price: $9.00 eBook price: $6.99
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