Contingent Liabilities from Banks : How to Track Them? »
Journal Issue
Volume/Issue: 2015/255
Series: IMF Working Papers
Author(s): Serkan Arslanalp , and Yin Liao
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 09 December 2015
DOI: http://dx.doi.org/10.5089/9781513568560.001
ISBN: 9781513568560
Keywords: bank, banks, banking, risk, Government Policy and Regulation, All Countries,
In this paper, we develop a methodology to assess potential losses to the government that could arise from bank failures. The approach is intended to be simple, parsimonious, and used in real time. It generates an...