Series: IMF Working Papers
Author(s): Nicolas Blancher , Srobona Mitra , Hanan Morsy , Akira Otani , Tiago Severo , and Laura Valderrama
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 17 July 2013
Keywords: Sytemic Risk, Risk Indicators, Risk Monitoring, banking, banking sector, banking system, sovereign risk, banking crisis, Other, Model Construction and Estimation,
There has recently been a proliferation of new quantitative tools as part of various initiatives to improve the monitoring of systemic risk. The "SysMo" project takes stock of the current toolkit used at the IMF fo...