Office of Financial Research publishes bank systemic risk monitoring tool

The Office of Financial Research (OFR) yesterday announced the Bank Systemic Risk Monitor (BSRM), which is an enhancement to its G-SIB Scores Interactive Chart.

The BSRM is a collection of key risk measures for monitoring the largest banks and their interconnections. It allows users to easily assess a bank’s systemic risk capital surcharge (if any), total assets, leverage, and reliance on short-term wholesale funding.

In addition, a key feature of the BSRM is a contagion index developed by OFR researchers, which measures the exposure of the financial system to these banks.

The Bank Systemic Risk Monitor can be found here.

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