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Financial Linkages Across Korean Banks, Burcu Aydin, Myeongsuk Kim, Ho-Seong Moon

Abstract
This paper assesses the interconnectedness across Korean banks using three alternative methodologies. Two methodologies utilize high frequency financial data while the third uses bank balance sheet data to assess banks' bilateral exposures, systemically vulnerable banks, and systemically risky banks. The analysis concludes that while Korean banks are interconnected, both the financial risk and contagion risk from such interconnectedness have declined significantly in the aftermath of the global financial crisis
Table Of Contents
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Network Approach; A. Data; B. Methodology; 1. Financial Shock Scenarios; C. Results; 1. Credit Shock on Bank Capital; 2. BIS Capital Ratio after a Credit Shock; 3. Credit-Plus-Funding Shock on Bank Capital; 4. BIS Capital Ratio after a Credit-Plus-Funding Shock; D. Summary; III. Co-Risk Approach; A. Data; B. Methodology; C. Results; 2. Conditional Co-risk Estimates, as of end of September 2010; 3. Conditional Co-risk Estimates, as of October 13, 2008; 5. Changes in the Average Conditional Co-risk; D. Summary
Language
eng
Literary Form
non fiction
Note
Description based upon print version of record
Physical Description
1 online resource (52 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9781463901691

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