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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.

Banks and banking --- Financial risk --- Business risk (Finance) --- Money risk (Finance) --- Risk --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Finance --- Financial institutions --- Money --- Econometric models. --- Korea (South) --- Economic conditions. --- Banks and Banking --- Macroeconomics --- Money and Monetary Policy --- Financial Risk Management --- Mathematical Methods --- Econometric and Statistical Methods: Other --- Model Evaluation and Selection --- Optimization Techniques --- Programming Models --- Dynamic Analysis --- Business Fluctuations --- Cycles --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Financial Institutions and Services: Government Policy and Regulation --- Monetary Policy, Central Banking, and the Supply of Money and Credit: General --- Financial Crises --- International Financial Markets --- Financial services law & regulation --- Monetary economics --- Economic & financial crises & disasters --- Capital adequacy requirements --- Credit default swap --- Global financial crisis of 2008-2009 --- Credit --- Asset valuation --- Asset and liability management --- Financial crises --- Asset requirements --- Global Financial Crisis, 2008-2009 --- Asset-liability management --- Korea, Republic of