SAFE: An early warning system for systemic banking risk
Year of publication: |
2013
|
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Authors: | Oet, Mikhail V. ; Bianco, Timothy ; Gramlich, Dieter ; Ong, Stephen J. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 11, p. 4510-4533
|
Publisher: |
Elsevier |
Subject: | Systemic risk | Early warning system | Financial stress index | Microprudential | Macroprudential | Liquidity feedback |
Type of publication: | Article |
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Classification: | G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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SAFE : an early warning system for systemic banking risk
Oet, Mikhail V., (2013)
-
SAFE : An Early Warning System for Systemic Banking Risk
Oet, Mikhail V., (2013)
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SAFE : An Early Warning System for Systemic Banking Risk
Oet, Mikhail V., (2011)
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Financial stress index: a lens for supervising the financial system
Bianco, Timothy, (2012)
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SAFE: An early warning system for systemic banking risk
Oet, Mikhail V., (2011)
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The financial stress index: identification of systemic risk conditions
Oet, Mikhail V., (2011)
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