dc.contributor.author |
El Hariri, Sadika |
dc.contributor.author |
Mansour Ishrakieh, Layal |
dc.contributor.author |
Dagher, L. |
dc.date.accessioned |
2018-08-09T06:47:46Z |
dc.date.available |
2018-08-09T06:47:46Z |
dc.date.issued |
2018-07 |
dc.identifier.citation |
Mansour, L., Dagher, L., & El Hariri, S. (2018). The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon. IFE Working Paper Series, 2018 (2). |
dc.identifier.uri |
http://hdl.handle.net/10938/21308 |
dc.description.abstract |
The aim of this paper is to construct the first Financial Stress Index for Lebanon, dubbed the IFEFSI (Institute of Financial Economics Financial Stress Index). This is a broad coincident composite index that includes three different market segments; the banking sector, the equities market, and the foreign exchange and debt markets. It is constructed as a continuous real-time measure that quantifies the level of systemic stress by measuring latent conditions. As a metric for financial conditions, the IFEFSI should provide valuable information to macroprudential regulators whose aim is to maintain a smooth and resilient financial system. By using it as a tool to help monitor, identify, and address any potential crisis, they are better equipped to maintain financial and economic stability in Lebanon. |
dc.language.iso |
en_US |
dc.relation.ispartofseries |
IFE Working Paper Series;2-2018 |
dc.subject |
Financial Stress Indicator |
dc.subject |
Financial Crisis |
dc.subject |
Lebanon |
dc.subject |
Economic Policy |
dc.title |
The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon |
dc.type |
Article |
dc.type |
Paper |