MEASURING FINANCIAL SYSTEMIC STRESS IN ROMANIA: A COMPOSITE INDICATOR APPROACH
The authorities and financial supervisors recognized, following the financial and economic crises, that the process of identification of systemic risks should receive more attention. The aim of this paper is to construct a financial systemic stress indicator which aims to predict which financ...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
“Victor Slăvescu” Centre for Financial and Monetary Research
2016-09-01
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| Series: | Financial Studies |
| Subjects: | |
| Online Access: | http://fs.icfm.ro/vol20i3p28-38.pdf |