BoE paper examines microstructure of UK banking system
Authors stitch together supervisory datasets to study likelihood of crisis
New research explores the microstructure of the UK banking system, using the Bank of England’s supervisory data to develop measures of systemic risk.
In the BoE working paper, the authors construct what they call the “most comprehensive granular exposure-based dataset for the UK banking sector to date”.
By taking a detailed look at how bank balance sheets are intertwined, Giovanni Covi, James Brookes and Charumathi Raja say they can assess not only the expected severity of a crisis, but also
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