Monitoring systemic risk based on dynamic thresholds / prepared by Kasper Lund-Jensen.
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...
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| Online Access: |
Full Text (via ProQuest) |
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| Main Author: | |
| Other title: | At head of title: Monetary and Capital Markets Department. |
| Format: | eBook |
| Language: | English |
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[Washington, D.C.] :
International Monetary Fund,
©2012.
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| Series: | IMF working paper ;
WP/12/159. |
| Subjects: |
Internet
Full Text (via ProQuest)Online
| Call Number: |
HB615 .L86 2012eb online
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| HB615 .L86 2012eb online | Available |