Financial stability indicators - the case of Croatia (CROSBI ID 230022)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Dumičić, Mirna
engleski
Financial stability indicators - the case of Croatia
This paper considers financial stability through the processes of accumulation and materialisation of systemic risks. To this end, the method of principal component analysis on the example of Croatia has been used to construct two composite indicators – a systemic risk accumulation index and an index reflecting the consequences of systemic risk materialisation. In the construction of the indices, the features and risks specific to small open economies were considered. Such an approach to systemic risk analysis facilitates the monitoring and understanding of the degree of financial stability and communication of macroprudential policy makers with the public.
financial stability ; systemic risks ; financial system resilience ; principal component analysis ; Croatia
Open Access. Published Online: 2016-01-26 Ovaj rad je djelomično podržan od strane Hrvatske zaklade za znanost kao dio znanstvenog projekta „Statistical Modelling for Response to Crisis and Economic Growth in Western Balkan Countries“ (STRENGTHS) ; Broj projekta: 9402 ; Projektno razdoblje: 2014.-2018 ; Voditeljica: prof. dr. sc. Ksenija Dumičić.
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Podaci o izdanju
5 (1)
2016.
115-142
objavljeno
1800-9581
2336-9205
10.1515/jcbtp-2016-0006