This paper reviews the approaches to systemic risk analysis in 32 central bank financial stability reports (FSRs). We … compare and contrast the systemic risk analysis in FSRs with the IMF Article IV staff reports, noting that Article IV staff … reports and FSRs frequently pick up analytical content from each other. All reviewed FSRs include a systemic risk assessment …

We analyze a range of macrofinancial indicators to extract signals about cyclical systemic risk across 107 economies …

exploring a novel dimension of systemic risk: loss dynamics. I document that Spillover Persistence declines when fragility … builds up, during the run-up phase of crises and asset price bubbles, and increases when systemic risk materializes …