Near Coincident Indicators of Systemic Stress is popular PDF and ePub book, written by Mr.Ivailo Arsov in 2013-05-17, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Near Coincident Indicators of Systemic Stress can be Read Online from any device for your convenience.
Near Coincident Indicators of Systemic Stress Book PDF Summary
The G-20 Data Gaps Initiative has called for the IMF to develop standard measures of tail risk, which we identify in this paper with systemic risk. To understand the conditions under which tail risk is present, it is first necessary to develop a measure of what constitutes a systemic stress, or tail, event. We develop such a measure and uses it to assess the performance of eleven near-term systemic risk indicators as ‘early’ warning of distress among top financial institutions in the United States and the euro area. Two indicators perform particularly well in both regions, and a couple of other simple indicators do well across a number of criteria. We also find that the sizes of institutions do not necessarily correspond with their contribution to spillover risk. Some practical guidance for policies is provided.
Detail Book of Near Coincident Indicators of Systemic Stress PDF
- Author : Mr.Ivailo Arsov
- Release : 17 May 2013
- Publisher : International Monetary Fund
- ISBN : 9781484343784
- Genre : Business & Economics
- Total Page : 33 pages
- Language : English
- PDF File Size : 19,5 Mb
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