Assessing systemic risks and predicting systemic events

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Predicting Distress in European Banks (2014, methodology): “Lo Duca and Peltonen (2013) apply the evaluation framework of Alessi and Detken (2011) in a multivariate logit model, while Sarlin (2013) further extends it by amending the policymaker’s loss function and usefulness measure to include unconditional probabilities of the events and also computes a…”