TY - BOOK ID - 85504053 TI - A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN) AU - Cortes, Fabio. AU - Lindner, Peter. AU - Malik, Sheheryar. AU - Segoviano, Miguel. PY - 2018 SN - 1484339045 1484338995 PB - Washington, D.C. : International Monetary Fund, DB - UniCat KW - Risk assessment KW - Analysis, Risk KW - Assessment, Risk KW - Risk analysis KW - Risk evaluation KW - Evaluation KW - Data processing. KW - Banks and Banking KW - Finance: General KW - Industries: Financial Services 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 - Interest Rates: Determination, Term Structure, and Effects KW - Financial Markets and the Macroeconomy KW - Banks KW - Depository Institutions KW - Micro Finance Institutions KW - Mortgages KW - Pension Funds KW - Non-bank Financial Institutions KW - Financial Instruments KW - Institutional Investors KW - General Financial Markets: Government Policy and Regulation KW - Finance KW - Banking KW - Mutual funds KW - Insurance companies KW - Systemic risk KW - Commercial banks KW - Hedge funds KW - Financial institutions KW - Financial sector policy and analysis KW - Financial risk management KW - Banks and banking KW - Financial services industry KW - United States UR - https://www.unicat.be/uniCat?func=search&query=sysid:85504053 AB - This paper presents the Systemic Risk and Interconnectedness (SyRIN) tool. SyRIN allows a comprehensive assessment of systemic risk via quantification of the impact of risk amplification mechanisms, due to interconnectedness structures across banks and other financial intermediaries—insurance, pension fund, hedge fund and investment fund sectors, which cannot be captured when analyzing sectors independently. The tool produces various metrics to evaluate systemic risk from complementary perspectives, including tail risk, cross-entity interconnectedness and the contribution to systemic risk by different entities and sectors. SyRIN is easily implementable with publicly available data and can be adapted to cater to different degrees of institutional granularity and data availability. The framework is designed to be a tool to identify vulnerabilities from a top-down perspective that can lead to deeper analysis in specific sectors for policy formulation. ER -