Supervising System Stress in Multiple Markets

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 financi...

Full description

Bibliographic Details
Main Authors: Mikhail V. Oet, John M. Dooley, Amanda C. Janosko, Dieter Gramlich, Stephen J. Ong
Format: Article
Language:English
Published: MDPI AG 2015-09-01
Series:Risks
Subjects:
financial stress
supervision
financial system stability
systemic risk
Online Access:http://www.mdpi.com/2227-9091/3/3/365

Internet

http://www.mdpi.com/2227-9091/3/3/365

Similar Items