Holdings: Systemic Risk and Financial Consolidation

Systemic Risk and Financial Consolidation: Are they Related?

We argue that firm interdependencies, as measured by correlations of stock returns, provide an indicator of systemic risk potential. We find a positive trend in stock return correlations net of diversification effects for a sample of U.S. Large and Complex Banking Organizations over 1988-99. This fi...

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Main Author:	De Nicoló, Gianni (Author)
Format:	Electronic eBook
Language:	English
Published:	Washington, D.C International Monetary Fund 2002
Series:	IMF Working Papers Working Paper No. 02/55
Online Access:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Summary:	We argue that firm interdependencies, as measured by correlations of stock returns, provide an indicator of systemic risk potential. We find a positive trend in stock return correlations net of diversification effects for a sample of U.S. Large and Complex Banking Organizations over 1988-99. This finding suggests that the systemic risk potential in the financial sector may have increased. In addition, we find a positive consolidation elasticity of correlations. However, such elasticity exhibits substantial time variation and likely declined in the latter part of the decade. Thus, factors other than consolidation have also been responsible for the upward trend in return correlations
Physical Description:	1 Online-Ressource (26 p)
ISBN:	1451847637 9781451847635

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spelling	De Nicoló, Gianni Verfasser aut Systemic Risk and Financial Consolidation Are they Related? De Nicoló, Gianni Washington, D.C International Monetary Fund 2002 1 Online-Ressource (26 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 02/55 We argue that firm interdependencies, as measured by correlations of stock returns, provide an indicator of systemic risk potential. We find a positive trend in stock return correlations net of diversification effects for a sample of U.S. Large and Complex Banking Organizations over 1988-99. This finding suggests that the systemic risk potential in the financial sector may have increased. In addition, we find a positive consolidation elasticity of correlations. However, such elasticity exhibits substantial time variation and likely declined in the latter part of the decade. Thus, factors other than consolidation have also been responsible for the upward trend in return correlations Online-Ausg Kwast, Myron L. Sonstige oth http://elibrary.imf.org/view/IMF001/06667-9781451847635/06667-9781451847635/06667-9781451847635.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	De Nicoló, Gianni Systemic Risk and Financial Consolidation Are they Related?
title	Systemic Risk and Financial Consolidation Are they Related?
title_auth	Systemic Risk and Financial Consolidation Are they Related?
title_exact_search	Systemic Risk and Financial Consolidation Are they Related?
title_exact_search_txtP	Systemic Risk and Financial Consolidation Are they Related?
title_full	Systemic Risk and Financial Consolidation Are they Related? De Nicoló, Gianni
title_fullStr	Systemic Risk and Financial Consolidation Are they Related? De Nicoló, Gianni
title_full_unstemmed	Systemic Risk and Financial Consolidation Are they Related? De Nicoló, Gianni
title_short	Systemic Risk and Financial Consolidation
title_sort	systemic risk and financial consolidation are they related
title_sub	Are they Related?
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