Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems

摘要: The 2008/9 financial crisis highlighted the importance of evaluating vulnerabilities owing to interconnectedness, or Too-Connected-to-Fail risk, among institutions for country monitoring, surveillance, investment analysis and risk management purposes. This paper illustrates use balance sheet-based network evaluate interconnectedness under extreme adverse scenarios, in banking systems mature emerging market countries, between individual banks Chile, an advanced economy.