Staff Memo
Systemic surcharges and measures of systemic importance
- Forfatter:
- Sigbjørn Atle Berg
- Serie:
- Staff Memo
- Nummer:
- 12/2010
Abstract
There is an emerging consensus that systemically important banks should face stricter regulations and systemic surcharges. To make this latter principle operational we need to quantify the systemic importance of individual banks. This paper reviews the proposed measures of systemic importance from the regulatory and research communities and discusses their merits relative to how we would ideally wish to calibrate surcharges on systemically important banks.
Staff Memo inneholder utredninger og dokumentasjon skrevet av Norges Banks ansatte og andre forfattere tilknyttet Norges Bank. Synspunkter og konklusjoner i arbeidene er ikke nødvendigvis representative for Norges Bank.
ISSN 1504-2596 (online)