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Asymmetric systemic risk / by Radoslav Raykov and Consuelo Silva-Buston.: FB3-5/2022-19E-PDF

"Bank regulation is based on the premise that risks spill over more easily from large banks to the banking system than vice versa. On the contrary, we document that risk transmission is stronger in the system-to-bank direction. We term this asymmetric systemic risk, measure it with net exposure metrics, and explore the consequences and channels behind it"--Abstract.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.910877&sl=0

Publication information
Department/Agency
  • Bank of Canada, issuing body.
TitleAsymmetric systemic risk / by Radoslav Raykov and Consuelo Silva-Buston.
Series title
  • Staff working paper = Document de travail du personnel, 1701-9397 ; 2022-19
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • "Last updated: May 2, 2022."
  • Includes bibliographical references (pages 29-32).
Publishing information
  • Ottawa, Ontario, Canada : Bank of Canada = Banque du Canada, 2022.
  • ©2022
Author / Contributor
  • Raykov, Radoslav S., author.
Description1 online resource (ii, 46 pages) : charts.
Catalogue number
  • FB3-5/2022-19E-PDF
Subject terms
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