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Searching for a Metric for Financial Stability

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Author Info

  • Lea Zicchino
  • Dimitrios Tsomocos

    ()

  • Miguel Segoviano

    ()

  • Charles Goodhart

    ()

  • Oriol Aspachs Bracon

    ()

Abstract

In the ECB Financial Stability Review (December, 2005, p.131), it is stated bluntly that there is no obvious framework for summarising developments in financial stability in a single quantitative manner. This is, to say the least, a considerable disadvantage when attempting to analyse financial stability issues. As the same ECB Special Feature on `Measurement Challenges in Assessing Financial Stability`, put it, Financial stability assessment as currently practiced by central banks and international organisations probably compares with the way monetary policy assessment was practised by central banks three or four decades ago - before there was a widely accepted, rigorous framework.

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Bibliographic Info

Paper provided by Financial Markets Group in its series FMG Special Papers with number sp167.

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Date of creation: May 2006
Date of revision:
Handle: RePEc:fmg:fmgsps:sp167

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Web page: http://www.lse.ac.uk/fmg/

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Cited by:
  1. Jaume Puig & Ken Miyajima & Rebecca McCaughrin & Peter Dattels, 2010. "Can You Map Global Financial Stability?," IMF Working Papers 10/145, International Monetary Fund.
  2. Blaise Gadanecz & Kaushik Jayaram, 2009. "Measures of financial stability - a review," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 365-380 Bank for International Settlements.
  3. Charles Goodhart & Dimitrios Tsomocos & Pojanart Sunirand, 2008. "The Optimal Monetary Instrument for Prudential Purposes," FMG Discussion Papers dp617, Financial Markets Group.
  4. Santiago Caicedo & Dairo Estrada & Mariana Laverde, . "Countercyclical banking capital bu ers in a DSGE model," Temas de Estabilidad Financiera 071, Banco de la Republica de Colombia.
  5. C. A. E. Goodhart & Miguel A. Segoviano Basurto, 2009. "Banking Stability Measures," IMF Working Papers 09/4, International Monetary Fund.
  6. Eric Wong & Cho-Hoi Hui, 2009. "A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks," Working Papers 0906, Hong Kong Monetary Authority.
  7. Mark Swinburne & Stéphanie Marie Stolz & Marina Moretti, 2008. "Stress Testing at the IMF," IMF Working Papers 08/206, International Monetary Fund.
  8. Jan Willem van den End, 2010. "Liquidity Stress-Tester: A Model for Stress-testing Banks' Liquidity Risk," CESifo Economic Studies, CESifo, vol. 56(1), pages 38-69, March.
  9. Miguel Ángel Morales M., 2011. "Concentración y Estabilidad Financiera: el Caso del Sistema Bancario Colombiano," DOCUMENTOS CEDE 009250, UNIVERSIDAD DE LOS ANDES-CEDE.
  10. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.
  11. Dairo Estrada & Miguel Ángel Morales Mosquera, . "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.

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