Artikel
Supervising system stress in multiple markets
This paper develops an extended financial stress measure that considers the supervisory objective of identifying risks to the stability of the financial system. The measure provides a continuous and bounded signal of financial stress using daily public market data. Broad coverage of material financial system markets over time is achieved by leveraging dynamic credit weights. We consider how this measure can be used to monitor, analyze, and alert financial system stress.
- Sprache
-
Englisch
- Erschienen in
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Journal: Risks ; ISSN: 2227-9091 ; Volume: 3 ; Year: 2015 ; Issue: 3 ; Pages: 365-389 ; Basel: MDPI
- Klassifikation
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Wirtschaft
- Thema
-
financial stress
supervision
financial system stability
systemic risk
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Oet, Mikhail V.
Dooley, John M.
Janosko, Amanda C.
Gramlich, Dieter
Ong, Stephen J.
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2015
- DOI
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doi:10.3390/risks3030365
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:46 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Oet, Mikhail V.
- Dooley, John M.
- Janosko, Amanda C.
- Gramlich, Dieter
- Ong, Stephen J.
- MDPI
Entstanden
- 2015
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