Blar i Norges Banks vitenarkiv på forfatter "Arbatli, Elif Ceren"
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A Heatmap for Monitoring Systemic Risk in Norway
Arbatli, Elif Ceren; Johansen, Rønnaug Melle (Staff Memo;10/2017, Working paper, 2017)We develop a tool to monitor systemic risk in Norway’s financial system. In particular, we construct 39 indicators capturing a wide range of financial vulnerabilities and organise them under three broad classes of ...