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New methodologies for systemic risk measurement


  • Stefano Corradin
  • Simone Manganelli
  • Bernd Schwaab


The ECB and other policy-making institutions devote much time and effort to the development of tools and models which can be used to monitor, identify and assess threats to the stability of the financial system. We present three such models recently developed in the ECB’s DG-Research. JEL Classification: E0

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  • Stefano Corradin & Simone Manganelli & Bernd Schwaab, 2011. "New methodologies for systemic risk measurement," Research Bulletin, European Central Bank, vol. 12, pages 2-6.
  • Handle: RePEc:ecb:ecbrbu:2011:0012:1

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    financial system; risk;

    JEL classification:

    • E0 - Macroeconomics and Monetary Economics - - General


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