Work detail

How to Identify Domestic Systematicaly Important Institutions (D-SIFI)

Author: Bc. Matěj Melichar
Year: 2014 - summer
Leaders: PhDr. Jakub Seidler Ph.D.
Consultants:
Work type: Bachelors
Language: English
Pages: 45
Awards and prizes:
Link: https://is.cuni.cz/webapps/zzp/detail/134572/
Abstract: The 2007 financial crisis has highlighted the problem of so-called “too-big-to-fail” financial
institutions. These institutions are so large, interconnected and complex that their failure can
cause significant distress in the financial system or even trigger a systemic crisis. In order to
address the systemic risk posed by these institutions it is first necessary to identify them. BCBS
has proposed a methodology to assess the systemic importance of global banks. This paper
presents a methodology for identification of Czech domestic systemically important banks. The
method is based on balance sheet indicators of banks. The assessment is using the data for years
2008-2012 and identifies four banks as systemically important for the Czech banking sector.
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