Results 261 to 270 of about 877,424 (298)
Some of the next articles are maybe not open access.
Financial Stress Index: A Lens for Supervising the Financial System
Working paper (Federal Reserve Bank of Cleveland), 2012This paper develops a new financial stress measure (Cleveland Financial Stress Index, CFSI) that considers the supervisory objective of identifying risks to the stability of the financial system. The index provides a continuous signal of financial stress and broad coverage of the areas that could indicate it.
Timothy Bianco +3 more
openaire +2 more sources
The Cleveland Financial Stress Index
SSRN Electronic Journal, 2012To promote stability in a dynamic financial system, supervisors must monitor the system for risks at all times. The Cleveland Fed has developed an index of financial stress, the CFSI, which is designed to track distress in the financial system as it is building.
Timothy Bianco +2 more
openaire +1 more source
A Spanish Financial Market Stress Index (FMSI)
The Spanish Review of Financial Economics, 2016Abstract The relevance of systemic risk was highlighted by the economic and financial crisis starting in mid-2007. Supervisors and regulators recognized the need to improve the process of identification, management and mitigation of systemic risk.
Mª Isabel Cambón, Leticia Estévez
openaire +1 more source
Latvian Financial Stress Index [PDF]
, 2012 The objective of this Discussion Paper is to develop a methodology for Latvian FSI. To this effect, the particular methodologies widely used in international practice for composite indicators applied in financial stability monitoring and the experience of selected countries were examined.
Nadezda Sinenko +2 more
openaire
THE CONSTRUCTION AND APPLICATION OF FINANCIAL STRESS INDEX IN CHINA
The Singapore Economic Review, 2021Maintaining the stability of the financial system is of great significance to a country’s economic security, and accurate measurement of systemic financial risks is the basic premise. This paper selects nine important factor index data in China’s five markets, uses the credit weight method and extreme value method to construct a time-sensitive China ...
YUCHEN SONG, FANGYAN LI
openaire +1 more source
Modelling economic stress through financial systemic balance index
2016 IEEE International Conference on Digital Signal Processing (DSP), 2016Financial markets undergo cycles oscillating between periods of economic growth followed by periods of recession. This is similar to the principle of sympathovagal balance in humans representing the leverages between two interactive nervous systems: the sympathetic nervous system (SNS) and the parasympathetic nervous system (PNS).
Alicia Carrion Garcia +5 more
openaire +1 more source
On monitoring financial stress index with extreme value theory
Quantitative Finance, 2012Banking activities have become more complex and diverse in recent years. This increasing complexity has been accompanied by a process of innovation in how banking institutions measure and monitor t...
Amira Dridi +2 more
openaire +1 more source
An Index of Financial Stress for Canada
2003The authors develop an index of financial stress for the Canadian financial system. Stress is defined as the force exerted on economic agents by uncertainty and changing expectations of loss in financial markets and institutions. It is a continuous variable with a spectrum of values, where extreme values are called financial crises.
Illing, Mark, Liu, Ying
openaire +1 more source