Cyclical Patterns of Systemic Risk Metrics : Cross-Country Analysis.
We analyze a range of macrofinancial indicators to extract signals about cyclical systemic risk across 107 economies over 1995-2020. We construct composite indices of underlying liquidity, solvency and mispricing risks and analyze their patterns over the financial cycle. We find that liquidity and s...
| Formato: | Periódico |
|---|---|
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2021.
|
| coleção: | IMF Working Papers; Working Paper ;
No. 2021/028 |
| Acesso em linha: | Full text available on IMF |