Systemic importance: some simple indicators

BIS Quarterly Review  |  March 2011  | 
14 March 2011

Are there simple yet reliable indicators of banks' systemic importance? In addressing this question, this article explores three model-based measures of systemic importance and finds that bank size helps approximate each of them. A bank's total interbank lending and borrowing provide useful complementary information.

JEL classification: G20, G28, L14