Assessment of systemic financial risks

Abstract

The article is devoted to assessment of systemic financial risks as an important stage of global governance of systemic financial risks. The article considers such evaluation methods as stress testing, computing of financial stress indices, indicators of rating agencies and financial soundness indicators.

Keywords

• macroprudential regulation
• systemic financial risk
• global governance of systemic financial risks
• stress testing
• financial soundness indicators
• financial stress index
• systemically important financial institutions