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Dergiler / Central Bank Review / 2020 / Cilt: 20 - Sayı: 2

A financial stress index for a highly dollarized developing country: The case of Lebanon

Layal Mansour ISHRAKİEH
Leila DAGHER
Sadika El HARIN
Sayfa
43–52
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

By using it as a tool to help monitor, identify, and address any potentialcrisis, they are better equipped to maintain financial and economic stability in Lebanon.

📌 3 Maddede Bu Makale

🎯
Amaç & Hipotez:The aim of this paper is to construct the first comprehensive Financial Stress Index for Lebanon, dubbedthe IFEFSI (Institute of Financial Economics Financial Stress Index).
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Temel Bulgular & Veri:This is a broad coincident compositeindex that includes three different market segments; the banking sector, the equities market, and theforeign exchange and other markets.
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Sonuç & Katkı:By using it as a tool to help monitor, identify, and address any potentialcrisis, they are better equipped to maintain financial and economic stability in Lebanon.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Alan Parametreleri

Özet

The aim of this paper is to construct the first comprehensive Financial Stress Index for Lebanon, dubbedthe IFEFSI (Institute of Financial Economics Financial Stress Index). This is a broad coincident compositeindex that includes three different market segments; the banking sector, the equities market, and theforeign exchange and other markets. It is constructed as a continuous real-time measure that quantifiesthe level of systemic stress by measuring latent conditions. As a metric for financial conditions, the IFEFSIshould provide valuable information to macroprudential regulators whose aim is to maintain a smoothand resilient financial system. By using it as a tool to help monitor, identify, and address any potentialcrisis, they are better equipped to maintain financial and economic stability in Lebanon.

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Bu Makaleye Atıf Yap

ISHRAKİEH, L. M., DAGHER, L., HARIN, S. E. (2020). A financial stress index for a highly dollarized developing country: The case of Lebanon. Central Bank Review, Cilt: 20 - Sayı: 2, 43–52. https://ajindex.com/articles/351796

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Kaynakça (13)

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