Central Bank of Brazil paper develops systemic risk indicators


A working paper published by the Central Bank of Brazil in August develops a method of measuring financial stability in Brazil and suggests this could be used by regulators to assess when to strengthen prudential policy.

The authors, Luiz Pereira da Silva, Adriana Soares Sales and Wagner Piazza Gaglianone, use a set of indicators as proxies for systemic risk, including credit-to-GDP ratios as a measure of leverage and the loan-to-deposit ratios as a measure of liquidity. Based on these

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