Towards a measure of financial fragility

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Monetary policy and financial (in)stability: An integrated micro-macro approach (2008, unknown): “Given the institutional dichotomy between national supervisory authorities, usually central banks and/or other government agencies (Barth et al., 2001), and the European Central Bank’s mandate to conduct monetary policy in the European Monetary Union, the presence of a tradeoff between the two…”
A framework for assessing the systemic risk of major financial institutions (2009, unknown): “The systemic risk is measured by the price of insurance against financial distress, which is based on ex ante measures of default probabilities of individual banks and forecasted asset return correlations.”
A Simple Indicator of Systemic Risk (2013, background): “Other examples of model-based measures include Acharya et al. (2011), Allenspach and Monnin (2006), Aspachs et al. (2007), Avesani et al. (2006), Goodhart et al. (2005, 2006), Lehar (2005), Zambrana (2010) and Zhang et al. (2009 On the other hand, the difﬁculties in measuring systemic risk using…”