Disentangling Diverse Measures: A Survey of Financial Stress Indexes

Kevin L. Kliesen · Michael T. Owyang · E. Katarina Vermann

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Banking stability, regulation, efficiency Global Financial Crisis and Policies Financial Risk and Volatility Modeling

Abstract

The recent financial crisis helped emphasize the need for measures of financial conditions. In the wake of the crisis, several researchers and institutions—both private sector and central bank—developed measures of financial stress.

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2009This Time Is Different 2006Measuring financial stress in a developed country: An application to Canada 2010Financial stress and economic contractions 2009The Transmission of Financial Stress from Advanced to Emerging Economies 2012CISS - A Composite Indicator of Systemic Stress in the Financial System

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