Systemic risk diagnostics: coincident indicators and early warning signals
Abstract
We propose a novel framework to assess financial system risk. Using a dynamic factor framework based on state-space methods, we construct coincident measures (‘thermometers’) and a forward looking indicator for the likelihood of simultaneous failure of a large number of financial intermediaries. The indicators are based on latent macro-financial and credit risk components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the world. Credit risk conditions can significantly and persistently de-couple from macro-financial fundamentals. Such decoupling can serve as an early warning signal for macro-prudential policy. JEL Classification: G21, C33.Download Info
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Paper provided by European Central Bank in its series Working Paper Series with number 1327.Length: 36 pages
Date of creation: Apr 2011
Date of revision:
Handle: RePEc:ecb:ecbwps:20111327
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Related research
Keywords: financial crisis; systemic risk; credit portfolio models; frailty-correlated defaults; state space methods.;Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Longitudinal Data; Spatial Time Series
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-23 (All new papers)
- NEP-BAN-2011-04-23 (Banking)
- NEP-CBA-2011-04-23 (Central Banking)
- NEP-ORE-2011-04-23 (Operations Research)
- NEP-RMG-2011-04-23 (Risk Management)
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