Financial Stability Indicators: Advantages and Disadvantages of their Use in the Assessment of Financial System Stability
In: CNB Financial Stability Report 2006
AbstractThis article sets out to describe and discuss the methodology of selected financial soundness and financial stability indicators, including the attempts to construct an aggregate financial stability indicator. The article also presents to the public for the first time the values of the IMF's core Financial Soundness Indicators for the Czech Republic and other selected countries and tries to construct an aggregate financial stability indicator for the Czech banking sector.
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This chapter was published in: Adam Gersl & Jaroslav Hermanek CNB Financial Stability Report 2006, , chapter Thematic Article 2, pages 69-79, 2007.
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- Claudiu Tiberiu Albulescu, 2009. "Forecasting Romanian Financial System Stability using a Stochastic Simulation Model," Working Papers 2009.4, International Network for Economic Research - INFER.
- Claudiu T Albulescu & Daniel Goyeau & Dominique Pépin, 2013.
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- Nadežda Sinenko & Deniss Titarenko & Mikus Arinš, 2013. "The Latvian financial stress index as an important element of the financial system stability monitoring framework," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(2), pages 85-110, December.
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"La dynamique de la stabilité du système financier roumain : une analyse en terme d’indice agrégé de stabilité
[Romanian financial system dynamics: an aggregate stability index analysis]," MPRA Paper 16754, University Library of Munich, Germany, revised 30 Jul 2008.
- Albulescu, Claudiu Tiberiu, 2008. "Assessing Romanian financial sector stability: the importance of the international economic climate," MPRA Paper 16581, University Library of Munich, Germany, revised 12 Feb 2009.
- Albulescu, Claudiu Tiberiu, 2010. "Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 81-98, March.
- Albulescu, Claudiu Tiberiu, 2013. "Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 62-81, March.
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