Monitoring Systemic Risk Basedon Dynamic Thresholds /
Successful implementation of macroprudential policy is contingent on the ability to identify and estimate systemic risk in real time. In this paper, systemic risk is defined as the conditional probability of a systemic banking crisis and this conditional probability is modeled in a fixed effect bina...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2012.
|
| سلاسل: | IMF Working Papers; Working Paper ;
No. 2012/159 |
| الوصول للمادة أونلاين: | Full text available on IMF |