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Monitoring systemic risk based on 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...
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
[Washington, D.C.] :
International Monetary Fund,
©2012.
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| Series: | IMF working paper ;
WP/12/159. |
| Subjects: | |
| Online Access: | Texto completo |