Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis

April 22, 2021

What can we learn about liquidity, solvency and mispricing risks through the study of a prolonged financial cycle? The IMF’s Plamen K. Iossifov and Tomas Dutra Schmidt analyze a range of macrofinancial indicators to extract signals about cyclical systemic risk across 107 economies, from 1995-2020.

Download White Paper

We are a not-for-profit organization and the leading globally recognized membership association for risk managers.

SIGN IN

Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis