Bank Structure, Funding Risk and the Transmission of Shocks Across Countries: Concepts and Measurement

17 Pages Posted: 20 Aug 2012

See all articles by Ingo Fender

Ingo Fender

Bank for International Settlements (BIS)

Patrick McGuire

Bank for International Settlements (BIS)

Date Written: September 6, 2010

Abstract

This article outlines a broad framework for assessing system-wide funding risks and analysing banks’ role in the transmission of shocks across countries. It highlights the need to complement essential data on banks’ consolidated balance sheets with information that provides a geographically disaggregated picture of those balance sheets. It then discusses how far the BIS international banking statistics, which have several though not all of the desired statistical properties, can go in providing measures of system-wide funding risk.

JEL Classification: F34, G15, G21, Y1

Suggested Citation

Fender, Ingo and McGuire, Patrick M., Bank Structure, Funding Risk and the Transmission of Shocks Across Countries: Concepts and Measurement (September 6, 2010). BIS Quarterly Review, September 2010, Available at SSRN: https://ssrn.com/abstract=1672632

Ingo Fender (Contact Author)

Bank for International Settlements (BIS) ( email )

Centralbahnplatz 2
CH-4002 Basel
Switzerland

HOME PAGE: http://www.bis.org

Patrick M. McGuire

Bank for International Settlements (BIS) ( email )

CH-4002 Basel, Basel-Stadt
Switzerland

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