An Assessment Methodology for Domestic Systemically Important Banks in Australia

Autor:	Horst Gischer, Patrick Brämer
Rok vydání:	2013
Předmět:	Economics and Econometrics business.industry Dominance (economics) Environmental resource management Financial crisis Financial system Business
Zdroj:	Australian Economic Review. 46:140-159
ISSN:	0004-9018
DOI:	10.1111/j.1467-8462.2013.12008.x
Popis:	This article serves as a response to the assessment methodology of the Basel Committee on Banking Supervision to identify systemically important banks. The official technique requires an extensive collection of bank data, which can hardly be accessed in full by the general public. By contrast, our article develops a practicable modification that utilises only readily available indicators and thus provides a helpful tool for banks' stakeholders and the public. For the period 2002–2011, we determine the domestic systemic importance of every licensed bank in Australia. Our quantitative results do not only uncover high levels of systemic impact of the four major banks, but their rising dominance during the Global Financial Crisis.
Databáze:	OpenAIRE
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