TY - BOOK ID - 84783695 TI - Contingent Liabilities from Banks : How to Track Them? AU - Arslanalp, Serkan. AU - Liao, Yin. PY - 2015 SN - 1513551280 1513557300 1513511602 PB - Washington, D.C. : International Monetary Fund, DB - UniCat KW - Banks and banking KW - Contingent liabilities (Accounting) KW - Bank failures KW - Failure of banks KW - Business failures KW - Liabilities (Accounting) 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 - Banks and Banking KW - Financial Risk Management KW - Macroeconomics KW - Public Finance KW - Contingent Pricing KW - Futures Pricing KW - option pricing KW - Banks KW - Depository Institutions KW - Micro Finance Institutions KW - Mortgages KW - Corporate Finance and Governance: Government Policy and Regulation KW - Public Administration KW - Public Sector Accounting and Audits KW - Financial Crises KW - Public finance & taxation KW - Economic & financial crises & disasters KW - Contingent liabilities KW - Global financial crisis of 2008-2009 KW - Financial crises KW - Public financial management (PFM) KW - Banking crises KW - Fiscal policy KW - Global Financial Crisis, 2008-2009 KW - Australia KW - Option pricing UR - https://www.unicat.be/uniCat?func=search&query=sysid:84783695 AB - In this paper, we develop a methodology to assess potential losses to the government that could arise from bank failures. The approach is intended to be simple, parsimonious, and used in real time. It generates an index that we call the banking sector contingent liability index (BCLI), based on the banking sector’s size, concentration, diversification, leverage, and riskiness of assets. The index is illustrated for 32 advanced and emerging market economies from 2006 to 2013, as well as a group of banks including global systemically important banks (G-SIBs). ER -