consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk … that the full risk sharing equilibrium may not require much diversification of equity portfolios when there is price …

concerns about crypto assets been picked up in systemic risk assessment, and what can be done going forward? In this paper, we …, we propose a country-level Crypto-Risk Assessment Matrix (C-RAM) to summarize the main vulnerabilities, useful indicators … weave in specific vulnerabilities stemming from crypto asset activity into their assessment of systemic risk, and how they …

outside of the central bank, and the twin-peaks model, with a systemic risk regulator (central bank) on the one hand and a …

model in which the central bank can deal with private-sector mismatch, and the associated risk of a domestic financial …

Successful implementation of macroprudential policy is contingent on the ability to identify and estimate systemic risk … in real time. In this paper, systemic risk is defined as the conditional probability of a systemic banking crisis and … and is designed for monitoring as the systemic risk forecasts only depend on data that are available in real time. Several …