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Towards a CCA-based Systemic Risk Indicator

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  • Nuno Silva
  • Nuno Ribeiro
  • António R. Antunes

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Suggested Citation

  • Nuno Silva & Nuno Ribeiro & António R. Antunes, 2011. "Towards a CCA-based Systemic Risk Indicator," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:r201104
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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ar201104_e.pdf
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    References listed on IDEAS

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    1. Dale F. Gray & Elena Loukoianova & Samuel W. Malone & Cheng Hoon Lim, 2008. "A Risk-Based Debt Sustainability Framework; Incorporating Balance Sheets and Uncertainty," IMF Working Papers 08/40, International Monetary Fund.
    2. Upper, Christian & Worms, Andreas, 2004. "Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?," European Economic Review, Elsevier, vol. 48(4), pages 827-849, August.
    3. Dalit Contini & Annette Riehl & Andrea Scagni, 2007. "The Role of Family Background on Secondary School Choices," LABORatorio R. Revelli Working Papers Series 72, LABORatorio R. Revelli, Centre for Employment Studies.
    4. Castrén, Olli & Kavonius, Ilja Kristian, 2009. "Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area," Working Paper Series 1124, European Central Bank.
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    Cited by:

    1. Rita Basto, 2013. "A Macro-prudential Policy for Financial Stability," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
    2. Martín Saldías, 2012. "Systemic risk analysis and option-based theory and information," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.

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