New methodologies for systemic risk measurement

Stefano Corradin, Simone Manganelli and Bernd Schwaab

Research Bulletin, 2011, vol. 12, 2-6

Abstract: The ECB and other policy-making institutions devote much time and effort to the development of tools and models which can be used to monitor, identify and assess threats to the stability of the financial system. We present three such models recently developed in the ECB’s DG-Research. JEL Classification: E0

Keywords: financial system; risk (search for similar items in EconPapers)
Date: 2011-03
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbrbu:2011:0012:1

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