Sizing Up Systemic Risk

Sizing Up Systemic Risk

Regulators now use a framework for identifying systemically important banking institutions that is based on five broad measures of bank structure. Though size is only one of these equally weighted measures, it seems to be the focus of most attention. This Commentary explores whether the other measures contribute unique information or whether size is all one needs to identify all the institutions whose failure could bring down the financial system.

Joseph G. Haubrich and Charlotte DeKoning

Federal Reserve Bank of Cleveland

August 23, 2017

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By |2018-01-01T00:00:00-08:00January 1st, 2018|Financial Regulation, Reference, Systemic Risk/Financial Crises|