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The OFR Financial System Vulnerabilities Monitor

Author

Listed:
  • Joe McLaughlin

    (Office of Financial Research)

  • Adam Minson

    (Office of Financial Research)

  • Nathan Palmer

    (Office of Financial Research)

  • Eric Parolin

    (Office of Financial Research)

Abstract

The Office of Financial Research (OFR) has a mandate to measure and monitor risks to U.S. financial stability. To help fulfill that mandate, the OFR launched the Financial System Vulnerabilities Monitor (FSVM) in 2017. The monitor is a starting point for assessing vulnerabilities in the U.S. financial system. It is constructed as a heat map of 58 quantitative indicators. It is designed to provide early warning signals of potential financial system vulnerabilities that merit investigation. This paper details the monitor’s purpose, construction, interpretation, and use.

Suggested Citation

  • Joe McLaughlin & Adam Minson & Nathan Palmer & Eric Parolin, 2018. "The OFR Financial System Vulnerabilities Monitor," Working Papers 18-01, Office of Financial Research, US Department of the Treasury.
    • Handle: RePEc:ofr:wpaper:18-01
    as

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    File URL: https://www.financialresearch.gov/working-papers/files/OFRwp-18-01_Financial-System-Vulnerabilities-Monitor.pdf
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    References listed on IDEAS

    as
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    More about this item

    Keywords

    financial stability; financial vulnerability; monitor; office of financial research; quantitative indicators; heat map;
    All these keywords.

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