IMF's systemic risk findings called into question

Financial connectedness measure “not usually sharply aligned with systemic risk”, says Darrell Duffie

Deutsche Bank Frankfurt HQ
The IMF has said Deutsche Bank is the greatest G-Sib contributor to systemic risk

A report by the International Monetary Fund (IMF) that showed Deutsche Bank as having the greatest contribution to systemic risk among global systemically important banks (G-Sibs) may have relied on a flawed methodology, say academics and industry experts.

Published in June, the IMF’s Financial System Stability Assessment for Germany said that “among G-Sibs, Deutsche Bank appears to be the most important net contributor to systemic risks, followed by HSBC and Credit Suisse”.

The report’s

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