Measuring and forecasting stress in the banking sector: evidence from Switzerland - BIS Papers No 22, part 22 April 2005
نویسندگان
چکیده
Central banks and supervisory authorities regularly assess the situation in the banking sector, which is a vital element in the financial system. Two main questions are at the centre of such assessments: what is the present condition of the banking sector, and how will it evolve in the medium term? The first aim of this paper is to develop a “stress index”, summarising the current condition of the Swiss banking sector in one single measure. The second goal is to forecast the stress index with the information drawn from the economic environment and macroeconomic imbalances, which have the potential to influence the condition of the banking sector in the medium term.
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