Asset Commonality and Systemic Risk Among Large Banks in the United States

by U.S. Department of the Treasury

No Customer Reviews

In this paper, we present a compellingly simple yet innovative approach to capturing the buildup of systemic risk associated with commonalities in banks' asset holdings. We draw on a growing strand of theoretical literature that studies the systemic externalities of banks' balance sheet asset side allocations. By applying data aggregation and clustering techniques to publically available balance sheet data, we uncover interesting patterns in the asset...

Format:Paperback

Language:English

ISBN:1506128505

ISBN13:9781506128504

Release Date:January 2015

Publisher:Createspace Independent Publishing Platform

Length:30 Pages

Weight:0.21 lbs.

Dimensions:0.1" x 8.5" x 11.0"

Related Subjects

Business Business & Investing

Customer Reviews

0 rating

Write a review

ThriftBooks sells millions of used books at the lowest everyday prices. We personally assess every book's quality and offer rare, out-of-print treasures. We deliver the joy of reading in recyclable packaging with free standard shipping on US orders over $15. ThriftBooks.com. Read more. Spend less.

Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks^® and the ThriftBooks^® logo are registered trademarks of Thrift Books Global, LLC

Asset Commonality and Systemic Risk Among Large Banks in the United States

Recommended

Customer Reviews

Popular Categories

Website

My Account

Partnerships

Quick Help

About Us

Follow Us