FIRST : A Market-Based Approach to Evaluate Financial System Risk and Stability /

This paper presents background work that has been the basis for the development of the market and credit risk indicators (MRI and CRI, respectively) as published in the IMF's Global Financial Stability Report (GFSR) since September 2004. The fundamental idea was to build a set of Financial Indi...

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Bibliographic Details
Main Author: Avesani, Renzo
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2005.
Series:IMF Working Papers; Working Paper ; No. 2005/232
Online Access:Full text available on IMF