BoE paper proposes composite measures to communicate UK financial stability
Authors aggregate indicators of financial stability into simple composite measures
A staff working paper published by the Bank of England attempts to improve the measurement and communication of risks to financial stability in the UK, identifying 29 indicators and aggregating them into simpler measures.
In Measuring risks to UK financial stability, the team of authors creates three composite measures to analyse financial stability risk in the UK: leverage in the private non-financial sector; asset valuations in property, bond and equity markets; and the terms at which
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