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Systemic Risk Monitoring and Financial Stability

Nellie Liang

Journal of Money, Credit and Banking, 2013, vol. 45, issue s1, 129-135

Abstract: This discussion briefly outlines key elements of a systemic risk monitor to help identify risks to financial stability. The monitor distinguishes shocks, which are varied and difficult to predict, from vulnerabilities, which can amplify shocks and lead to instability. Better data and models of amplification channels, and better communication among different authorities, are needed to be effective.

Date: 2013
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Citations: View citations in EconPapers (11)

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https://doi.org/10.1111/jmcb.12039

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jmoncb:v:45:y:2013:i:s1:p:129-135

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Journal of Money, Credit and Banking is currently edited by Robert deYoung, Paul Evans, Pok-Sang Lam and Kenneth D. West

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