TY - BOOK ID - 84542741 TI - Financial Linkages Across Korean Banks AU - Aydin, Burcu. AU - Kim, Myeongsuk. AU - Moon, Ho-Seong. AU - International Monetary Fund AU - International Monetary Fund. PY - 2011 SN - 1463900589 1463901690 1283561158 9786613873606 1463901674 PB - Washington, D.C. : International Monetary Fund, DB - UniCat KW - Banks and banking KW - Financial risk KW - Business risk (Finance) KW - Money risk (Finance) KW - Risk KW - Agricultural banks KW - Banking KW - Banking industry KW - Commercial banks KW - Depository institutions KW - Finance KW - Financial institutions KW - Money KW - Econometric models. KW - Korea (South) KW - Economic conditions. KW - Banks and Banking KW - Macroeconomics KW - Money and Monetary Policy KW - Financial Risk Management KW - Mathematical Methods KW - Econometric and Statistical Methods: Other KW - Model Evaluation and Selection KW - Optimization Techniques KW - Programming Models KW - Dynamic Analysis KW - Business Fluctuations KW - Cycles KW - Banks KW - Depository Institutions KW - Micro Finance Institutions KW - Mortgages KW - Financial Institutions and Services: Government Policy and Regulation KW - Monetary Policy, Central Banking, and the Supply of Money and Credit: General KW - Financial Crises KW - International Financial Markets KW - Financial services law & regulation KW - Monetary economics KW - Economic & financial crises & disasters KW - Capital adequacy requirements KW - Credit default swap KW - Global financial crisis of 2008-2009 KW - Credit KW - Asset valuation KW - Asset and liability management KW - Financial crises KW - Asset requirements KW - Global Financial Crisis, 2008-2009 KW - Asset-liability management KW - Korea, Republic of UR - https://www.unicat.be/uniCat?func=search&query=sysid:84542741 AB - This paper assesses the interconnectedness across Korean banks using three alternative methodologies. Two methodologies utilize high frequency financial data while the third uses bank balance sheet data to assess banks' bilateral exposures, systemically vulnerable banks, and systemically risky banks. The analysis concludes that while Korean banks are interconnected, both the financial risk and contagion risk from such interconnectedness have declined significantly in the aftermath of the global financial crisis. ER -