Measuring and forecasting stress in the banking sector: evidence from Switzerland

By Elke Hanschel, Pierre Monnin. 2005

144 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/8aebdb4c796610c146aae91c5d8ef66acae053b0

Citations in the corpus

• Stress-testing Financial Systems: An Overview of Current Methodologies (2004, methodology): “17 Hanschel and Monnin (2003) construct a composite stress index for the Swiss banking system, combining deviations from trend of several balance sheet and market-based indicators of financial instability. Although the index appears to capture well the worst stress times in the history of Swiss bank”
• The Financial Stress Index: Identification of Systemic Risk Conditions (2011, unknown): “Finally, we ask three surveillance and policy questions: how can a CFSI measure be usefully 8 By contrast, Hatzius et al. (2010) and Brave and Butters (2011) seek to monitor and forecast economic activity and to develop financial conditions indexes.”