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. |
