Regulatory capital charges for too-connected-to-fail institutions: A practical proposal

Financial Markets, Institutions and Instruments

Volumn 19, Issue 5, 2010, Pages 355-379

  Chan Lau, Jorge A ^a  

^a INTERNATIONAL MONETARY FUND   (United States)

Author keywords

CoRisk; Financial institutions; Incremental portfolio; Network analysis; Perimeter of regulation; Regulatory capital; Risk budgeting; Systemic risk; Too connected to fail

Indexed keywords

EID: 78449239955     PISSN: 09638008     EISSN: 14680416     Source Type: Journal    
DOI: 10.1111/j.1468-0416.2010.00161.x     Document Type: Article

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