Norges Bank memo presents indicator of systemic stress
Staff memo outlines ‘composite indicator of systemic stress’
A staff memo published by Norges Bank presents a composite indicator of systemic stress for Norway, which the author has developed to help policy-makers gauge when to reduce the countercyclical capital buffer (CCB) in the country.
A composite indicator of systemic stress (CISS) for Norway – a reference indicator for the reduction of the countercyclical capital buffer, by Yudi Wen, constructs the indicator using a portfolio-theoretic framework.
The author notes the Norges Bank's advice on the
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