{"title":"克利夫兰联邦储备银行的系统性风险指标预测压力的效果如何?","authors":"Ben R. Craig","doi":"10.26509/frbc-ec-202028","DOIUrl":null,"url":null,"abstract":"A number of financial stress measures were developed after the financial crisis of 2007–2009 in the hope that they could provide regulators with advance warning of conditions that might warrant a corrective response. The Cleveland Fed’s systemic risk indicator is one such measure. This Commentary provides a review of the SRI’s performance from 2001 to 2020 and finds that it has performed well, providing a reliable, valid, and timely signal of elevated levels of financial system stress.","PeriodicalId":313912,"journal":{"name":"Economic Commentary (Federal Reserve Bank of Cleveland)","volume":"72 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-12-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"How Well Does the Cleveland Fed’s Systemic Risk Indicator Predict Stress?\",\"authors\":\"Ben R. Craig\",\"doi\":\"10.26509/frbc-ec-202028\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A number of financial stress measures were developed after the financial crisis of 2007–2009 in the hope that they could provide regulators with advance warning of conditions that might warrant a corrective response. The Cleveland Fed’s systemic risk indicator is one such measure. This Commentary provides a review of the SRI’s performance from 2001 to 2020 and finds that it has performed well, providing a reliable, valid, and timely signal of elevated levels of financial system stress.\",\"PeriodicalId\":313912,\"journal\":{\"name\":\"Economic Commentary (Federal Reserve Bank of Cleveland)\",\"volume\":\"72 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-12-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Economic Commentary (Federal Reserve Bank of Cleveland)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.26509/frbc-ec-202028\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Economic Commentary (Federal Reserve Bank of Cleveland)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.26509/frbc-ec-202028","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
How Well Does the Cleveland Fed’s Systemic Risk Indicator Predict Stress?
A number of financial stress measures were developed after the financial crisis of 2007–2009 in the hope that they could provide regulators with advance warning of conditions that might warrant a corrective response. The Cleveland Fed’s systemic risk indicator is one such measure. This Commentary provides a review of the SRI’s performance from 2001 to 2020 and finds that it has performed well, providing a reliable, valid, and timely signal of elevated levels of financial system stress.
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