DNB paper presents sentiment-based risk indicators
A paper published by the Netherlands Bank presents a new indicator for risk in the financial system based on dynamically aggregating the sentiment in news media about systemically important financial institutions (Sifis).
In SenSR: A sentiment-based systemic risk indicator, Svetlana Borovkova, Evgeny Garmaev, Philip Lammers and Jordi Rustige look at media sentiment about the Sifis listed by the Financial Stability Board. They also look at media sentiment regarding the world’s biggest 15 asset
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