Credit-to-GDP gap is not reliable systemic risk indicator – research
Composite measure of financial cycle works better for most G7 countries, says Bundesbank paper
A working paper published by the Deutsche Bundesbank analyses how international institutions currently approach this problem.
The paper looks at the definitions of systemic risk used by the International Monetary Fund, the Bank for International Settlements and the Financial Stability Board. In Identifying indicators of systemic risk, Benny Hartwig, Christoph Meinerding and Yves Schüler derive testable statistical hypotheses, which they use to assess possible indicators of systemic financial
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