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Link to original content: http://www.esrb.europa.eu/pub/pdf/occasional/esrb.op13.en.pdf
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"#$%&'()*123456789:ABCDEFGHIJQRSTUVWXYZabcdefghijqrstuvwxyz ?PhJ ̔=TE\e#Bh `" hP@ endstream endobj 318 0 obj <>stream Adobed            "    {#3BEadu !"$%&'()*12456789:ACDFGHIJQRSTUVWXYZbcefghijqrstvwxyz5e!a "#$%&'()*123456789:ABCDEFGHIJQRSTUVWXYZbcdefghijqrstuvwxyz ?V 4t Ѐ\# D*}@R"TLܛp3G#@!Ap c endstream endobj 319 0 obj <>stream Adobed            "     !#$14EGd "%&'()*2356789:ABCDFHIJQRSTUVWXYZabcefghijqrstuvwxyz 4c1!"3Q #$%&'()*2456789:ABCDEFGHIJRSTUVWbqXYZacdefghijrstuvwxyz ?UVp|9Ɨ"e(lRJ}aZonh"PEXCX‚F,3 fφ endstream endobj 320 0 obj <>stream Adobed            "    u"3AEacu !#$%&'()*12456789:BCDFGHIJQRSTUVWXYZbdefghijqrstvwxyz<_!a "#$%&'()*123456789:ABCDEFGHIJQRSTUVWXYZbcdefghijqrstuvwxyz ?YrzIP%8gl2hD.!%QP6V@n N%biA pqF endstream endobj 402 0 obj <>stream 2022-01-28T10:15:58+01:00 2022-01-27T12:40:16+01:00 2022-01-28T10:15:58+01:00 Acrobat PDFMaker 21 for Word uuid:c1244499-e63e-4a59-8f31-9ae2d203da46 uuid:265991fd-b321-4e2c-be7d-2c06c414f81a 45 application/pdf A new database for financial crises in European countries Marco Lo Duca, Anne Koban, Marisa Basten, Elias Bengtsson, Benjamin Klaus, Piotr Kusmierczyk, Jan Hannes Lang, Carsten Detken, Tuomas Peltonen This paper presents a new database for financial crises in European countries, which serves as an important step towards establishing a common ground for macroprudential oversight and policymaking in the EU. The database focuses on providing precise chronological definitions of crisis periods to support the calibration of models in macroprudential analysis. An important contribution of this work is the identification of financial crises by combining a quantitative approach based on a financial stress index with expert judgement from national and European authorities. Key innovations of this database are (i) the inclusion of qualitative information about events and policy responses, (ii) the introduction of a broad set of non-exclusive categories to classify events, and (iii) a distinction between event and post-event adjustment periods. The paper explains the two-step approach for identifying crises and other key choices in the construction of the dataset. Moreover, stylised facts about the systemic crises in the dataset are presented together with estimations of output losses and fiscal costs associated with these crises. A preliminary assessment of the performance of standard early warning indicators based on the new crises dataset confirms findings in the literature that multivariate models can improve compared to univariate signalling models. inancial crises macroprudential crises database early warning models central bank statistics Adobe PDF Library 21.7.134 inancial crises, macroprudential, crises database, early warning models, central bank statistics 10.2849/119019 DT-AC-17-002-EN-N 978-92-95210-64-6 2467-0669 No 13 / July 2017 European Systemic Risk Board www.esrb.europa.eu Occasional Paper Series G01, E44, E58, E60, H12 endstream endobj 8420 0 obj <>/Metadata 402 0 R/Outlines 463 0 R/PageLayout/OneColumn/Pages 8404 0 R/StructTreeRoot 530 0 R/Type/Catalog>> endobj 8422 0 obj <>stream HM$5u _ #'!Ă#X n"E1 ̴3ŋ'_P>}gW.^ji/uexo?\/腗}茪aO]V33헗(+_ VneL[סhʎQ友إ^ۋͦ_Q>\Z=muҼF/c,.ި}ל)%m9%Xo\g5v#Mb~u >zYYDhzO/kQUHic7~%4[hE@F&bܘQ ʝȽZD:EȠ޵8!SɊ.wT3D $?i ;}26$ E*塭х&S L+V B22{n{?/dr}2K h0(6R|<jCFG6 y7e@2ϳ Ǻh d T7߭ dӯdUy( MEFi|7;Yda>MMٔHlW RC`bcw.=>?3p}sxF'1[ ;.ߴdV,@ۆ|9ת:w&xJX@}m3It&Օa2Zx6ܽBc%Oiwp(?+O_L)-IX>DWK2C5UcW6Vr3dVq>K,()w[))NDZdQOXu~:!l9#" J`겪dL$W'_`뵩r&5-KOr/pWXޣ!ѓ$"?@ Yzz*z1 jC dnOH8+V:a`mLtOl1,HTarzVzMo 5KR/"8A 8XҼwR})A^Azdl3I"F \,C-Ȣc:8[B a+MJ1{rfK+A-W!YUJh!X(Qǣ1@?Ҫ@~H ~ܑ#^'jճxDSC2`=VK?N0q"\g+3$1s&'jKaؓףv1A{#8Xln\a'Av6PqqU;S~\}QݠG³hEʖeʼnk:duݢQFWD H VqLKGyy9Ԍ $ dgQUv:ITyQVTISVJ>stream H\n0}vQ׍ZjK,Gt" ! 邷NՑ r |^vC?tnyv~|9Omvu};|}Xezi7ze;6uy7wkw}Sfpl0~=ov]ׇ?cv%1˗0j([Ty.{=S^Ţ\J^1Yِy˼E~a~A91aK%2==0 2NOLaOO{=fOSh؄6Mh؄6Mh؄6Mh؄6Mh؄6Mh؄ :NanfY٭[_W~_W~_W~_W~_W~_Wf1z 1z 1z 1z 1z 1ih}4i3π>@?@?@Kxfa1f"Hs9oa4D" [Do$쓸O>M8oyΛxބ&v`N\0>Vs&Tm &`?)=GWV]`אR endstream endobj 8425 0 obj <>stream H\͎@=OQEnݒ؊8C2A\SID9J$V;}7440K׷S ]difx6zLҸv/CR&oi^pImjWkwz51-YƴK=~o˶cw-s &_g4Cc݄!)W1!>6IΗw=%eūUĜ3Ȏ!+"sc!s|`r\1g4Xe,ȴY,m6=2NKn1  0  0  0  0  0 ޙߑ١Ca :v(w4;fG`v4;fGt0Wٕ+\\\\\\\\\\\\eWAiP])RvJٕ+eWfٳ+<~O{=~O{=~OLa(07_eXSXfB[pn[yEssEOOh| 3Nx,ryh.< %3 endstream endobj 8426 0 obj <>stream H\N@y C gjBV^@a[IBoc4#!_m֛Ѝ&}wԟc vs57z$^N?n¾Ϫoisl؅XmM=×?0Y,LizxfӦxIb3Lӷ4ԍu8cat,2mAn|1 ,)%הXSspA.% YlJV#;-|GK,x ^B/K%x ^B/p_`Grzewy,Xc"e<JB*JB*....=uړMܔ|;USeGEG} ?WױC_ǜ9s:t1CNǜ9s:t̖Nȟh/}s1M)~0I_-3 endstream endobj 8427 0 obj <>stream Hn7)R{5gAРi栠A/ֲ8Ď+ {gy|\)kE6HS{y/u[C Sy#)$(L:Ez^RqX*91SM|XucC  "V,{J [iNYߒVN?5dՂo d $5kg( 2Xtp8%b%kd͆,ldL&* x@,]1 Y4BgYLf}bCLkJ:d Hej@6;2 !d+JnjkTXjIe[ɪhd!ũ_#LVTL(&SiCbV+Mb-pBʆeHqc 1D *8C$#!V%dm*!Y(={yB+z)^7dz(|lf3!7d֚fM:Y<&/~ivݼNC4vbکM4Ѯ;C2^|.C7-˓PM:%HJ!s(jvSs6C}AH9tn͇cc1N]qއ&XY"Ah*qf8k%an(vp}]܊Mp1lY+6BA[;z?yN!]F*iD#޺edKPE SC%CE2ER-XДR'E!;bV5/tNICΧy;~,lw#SaLb$ƇcwS;l-a &QaZ1oأ-} vGCߢ3}(ASK9 evV]^wZ(^ھ(3+Sf A¶heÚYv'"E܄[VLL6 0m(+6{<]C5ۓ>.G^oKA8yb+ҭ$6ZmM=I.+atW@tNĘ}Gp.;rRiq\F!#tB/JZEa@y}//j]g9.X& A`>JENWpJy{p<BL!}?npʗXPl< 51blULU$}phEnxGE]öM牰zd&QLRQyy#8%ȨV 켞ƕ* |es¹iƟ{ߺXSgeI`cQ0bq0x9@~>t6gp>-w\k_ҾCZ{w}­+E 0# endstream endobj 8428 0 obj <>stream HWM7 ϯ>DԷ &iڴR@IM4EHI3zb,Q#EѤTV$ )g{znVijǺCT8|]Wlˊ̇/V?U8f[}t/` >|R7&8Su~ힾx/Ç^<"= &R]y3bG1i=_0be~]6GU)g'z/n`1s^,Glsp;d;>ȗ-#{'3`gFͪ}nRf}KΌ2+O8\%]/9560> V_>^W/j_֔^*]%z~GLɢ\AG*2Dж(j5ӹpDlwd~kʁ1!-lN|veO̝ ه,imHǠ|R$IR:琂A ?{(!x84 cʣHt 6C! s,_;_| bH={xyB^9; ,H2w l|Z"Ae~?!WZ"vNW_:Cyz<ɟv?D Br !&R|1$#"+Nq9n٤X`/ہ5v}dO?,i]$֏#!h` xr8ٙ(`dk6`3׶Q:lIE:o8ʚ=)FgY?cH v3L t& |kVa8N}:HHk@:OЗ&Cʹپy0:XNpK:o6 ᒑ^X IJVWEZfq4ڨ$ [ bT gD&/YhCc@piJM2>tqΣ;<'pySg[b Y ӆ #CηJ2F$:M%٩ e >stream HW[n#9 Sz{|N&nbu36pn@ ߣp~SH \–Ô9'́/r^@h/%4*J8'tP܎_?sďHp.l1XSPcǩ~.>dr+?G3hcD cد[E̺%@$bv'HvbR9bg ܫ|4_4DCg1M/c21?!mp=G? 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Yve,3EWAlE6uĎ)i6u/44UH4.ڱIIZyդI-H4a+Q J= ԪbTaTj%ȅ #=p(=?c'"H7fή(#(S(K(ut1:m %r7DTWp*LrUtdJ)ZL|SbJ}ZL'OŔ:9SZ;^ё3$xBzOiî%A VBoh\yFIxKۺOjTz[7|QRiݸ Q!OL^" 7{J1-{4^+/;qC+'yH蹭:pOonpy \)+=yy _ 7{:IcZ,Ԅno-XZ_`-Cws8Iœ9GR՟ sUu`,m'Rf9G&EQD4${`Аv*w}`Nk|}j8ĞKX_=b.;pGkMfÊ+L/ ik M)լZ- 5.fIV,mbSeMno]]==nݯR)JSTKͬF`Q endstream endobj 8486 0 obj <> endobj 8487 0 obj <> endobj 8488 0 obj <> endobj 8489 0 obj <> endobj 8490 0 obj <> endobj 8491 0 obj <> endobj 8492 0 obj <> endobj 8493 0 obj <> endobj 8610 0 obj <>/Filter/FlateDecode/ID[<2FACA48FE261B7499280D7374D6B67A2>]/Info 8452 0 R/Length 1893/Root 8420 0 R/Size 8611/Type/XRef/W[1 3 1]>>stream hylU7JiZ.U1jX *U4'$F 6 Qj"IkD1,Fd.5BY - E - RDY^s-e}#?|Ν3w|[a24 i,);a~iY \EN]uT$ox-UE%k}R=w{H,J_ZWCIwok9YY59jPr7;K΋h9o{F5H;-Y}{.-WE*iY]AΙȓRԵ8ڊt'aD6݋ iMv69FNHvJKZh9 67+^G:0MW1rb^ZGc+v 'dM>v݊eW:R1T|BG ډ~pw0SUcT}.I;qQډ'g rҚk'=3ɓ:K+$d>)ΝH:K&'TFzeY2q=~Vҹ%=mvB`K)]IE:qC7i5씢K 6_BذYZ5+R4s]]5|i-*!уttԈtr>)NǓzJyo ]gQԃ۔hEY`oѽ/nZ?=d(epׯ~MnT]eӳ48Jo̺u[! 2؛iG`m|YQ7ݧ_je}xo~ꠋ +N#ͤ;%]jNW.BzTmc q{zd)u [V9ǹ*30Ja{WY ^NMMc ?1$5g̥V*i xK7{}FY K9M(_zٕml{0)j/WV[йïUiyV.0/5u+>5 '$ڶcWѭ-S?9 z5Cz?MzҴ$LӇ|E@` r:@\Џ\0D@`ruB ++LD@ )+r: w!W\ϯ@ s++D@ D@@@\r:@|?:U7?/HfF\AA|. \"W r"W \\ rx` t:^'l\D@+++ .O W77FKXWEi$<Е;YقgWC@(+"W >:yiA%^ AF %XRVF/4=PQmp|_QF*zj-ά:y'/HfkԱsO*|2=\(o5Ddc̓Jdʁ=3k;.0b;D^95/L#HU9Vl;ߑf5U1fw@ >xM1[vrN}U?k؜ ϧGٻ Θg'2K<|-YaQ}qϘ<n)կgb}}^|/a|;:b3` #i&}/35_iݙݘeL;1J~\ݚѶ>=v8&$2[1yiܳO;ӸI/[v endstream endobj startxref 1103897 %%EOF 402 0 obj <>stream 2022-02-10T15:04:21+01:00 2022-01-27T12:40:16+01:00 2022-02-10T15:04:21+01:00 Acrobat PDFMaker 21 for Word uuid:c1244499-e63e-4a59-8f31-9ae2d203da46 uuid:cb67be34-1894-4275-b66b-7314ded853df 45 application/pdf A new database for financial crises in European countries Marco Lo Duca, Anne Koban, Marisa Basten, Elias Bengtsson, Benjamin Klaus, Piotr Kusmierczyk, Jan Hannes Lang, Carsten Detken, Tuomas Peltonen This paper presents a new database for financial crises in European countries, which serves as an important step towards establishing a common ground for macroprudential oversight and policymaking in the EU. The database focuses on providing precise chronological definitions of crisis periods to support the calibration of models in macroprudential analysis. An important contribution of this work is the identification of financial crises by combining a quantitative approach based on a financial stress index with expert judgement from national and European authorities. Key innovations of this database are (i) the inclusion of qualitative information about events and policy responses, (ii) the introduction of a broad set of non-exclusive categories to classify events, and (iii) a distinction between event and post-event adjustment periods. The paper explains the two-step approach for identifying crises and other key choices in the construction of the dataset. Moreover, stylised facts about the systemic crises in the dataset are presented together with estimations of output losses and fiscal costs associated with these crises. A preliminary assessment of the performance of standard early warning indicators based on the new crises dataset confirms findings in the literature that multivariate models can improve compared to univariate signalling models. inancial crises macroprudential crises database early warning models central bank statistics Adobe PDF Library 21.7.134 inancial crises, macroprudential, crises database, early warning models, central bank statistics 10.2849/119019 DT-AC-17-002-EN-N 978-92-95210-64-6 2467-0669 No 13 / July 2017 European Systemic Risk Board www.esrb.europa.eu Occasional Paper Series G01, E44, E58, E60, H12 endstream endobj 8420 0 obj <>/Metadata 402 0 R/OpenAction 8611 0 R/Outlines 463 0 R/PageLayout/SinglePage/PageMode/UseOutlines/Pages 8404 0 R/StructTreeRoot 530 0 R/Type/Catalog>> endobj 8452 0 obj <> endobj 8611 0 obj <> endobj 8612 0 obj <>stream HMo+{awWA2E "ۑyޚ]\Hg{z꫿ٳ/?bxūa] 95PgYg 9>~ k.Râ[굇2%X%pYy/_w%Rxt?ߵ#B5or!RN\L gW.:&-R,6x8x#`if3$LaaNsPr+yXbcrUqͤ55Ei-l6V?vzW^5֠SgO3T4 ŋŌ}AH{\{ճ$ډ[b.^&3̔ŝ  X2XrdD&Wl TjT +fZ6:Z:4:g8$4yUiU2V4 kKlnA$Y. k ]Yg ky1 x< /})'ܜ]*RoҠAA5K^ym}cQD#.8/RxeH"EK+bBh(!|.ܪwp\gF H]I/ů]p5h1e6w&ZSV+"ɸV0,6-^^u)lcZdXR*H* K$m#!inE$G+^ gpI2}m2NDžt }#cu a2H+qIHjF/eT &VHI.;dEHOm.p!\dI BE j'\r B`$'kP  q3mhiQ2A@TN*[=BR#%*iA1kjWjE\iZ(P)&Qcf]H͟%!B6L: Aw$R/KɅY3M-y(}ZvLx]yH旡r 1=RB⼉M6;/Be+"e HDU.4*P'!s*ciɢR7f,mEN=C[R,Kn|@Rd%pXeϘ{ꠐʼn%̢իB 8EJ9 YrR7N7(N v$R`mlG,j5R2 ">r~G%)PYhꩨălO:ꔻ,$aJ5,їQ"]/E38. =Jj<ZHQō$)OUuLiӑJhɤBCP%UV-O7нM{OuΙWT ا]'K|0`1vFBR"x]nȳCb0)"Ndj$ꈖHii(I^b Ych2ټTQ- Hס4QU".=ɅQW0NM4U,r#*6?T2[}JN2TJ]$S0U< 0ͳNrX0zXm5'yUU\)?dU7 klNOLmr"tVIFm.:n=T~2,XHW<5 (Xqź1qso/ncd|v%FAY$[Cĸ.Β?GlFI7$' %Yҷc%/2QٵQέ)UD~pvǍV5xG~T0ұ=bE-ɢ#tu@WI^ϝOSϧ7G֒^Sd8?x%DڒZ@gs4YתJSjs@s78u}"j̚w,&ap] %rU;Giǣsr( >;r|#]:6,9>B.]z]9yJ@oqww_'W֞%;fky1rYM;/}m] tH4,P#h ƺ&GZqEg*Iv>^~oøW_꧗R%mo_Ma!Eĺ3Ӕi)s<٧~> $Q;hu=†CW05^J/oW ٚm43tZW7e0=$vEt6)AIȥKyJyU?ղm>j3qIv,D hάr$ 4PUHd%$i"-sKoۭN'߸ˑw 7u \m"j ܐxaK޶4fU>~ݾ;O&y3{.;X4F2hzpqسtcd`nva8|?^M~3WM$ο$6ow 8/C?Jtp4=Lê4y<ݸ3t D4_KXy7]zӗ>,}6Ƿ/np.HMJ?cNevW͘6(yiMf._&!*jHpӕ{GơSx(=99=)x҄ygsi 0ǻ2 k>.uս(z bugs)1y674pcӫv1E\S! }&T.ً:%4jw{b1]V 4#Ī۾묛@ᴚ])-{f7omƵp0.F~Q=VWE/`!_)e?A {H\:睹ZrϯG'oʙwv~pf,x׷as&$]yƦ<\deQ?>U ]ivزgd84*TY̥숬==*|D8z x˛WJ>SSN>a\J v0M~So]hiEnWR˹MEC䜾C8rF "[k߯$\x\.c%XIMpc}XA_ZH _q1 8ٸc# v.Laa!-N WEz֪>/ebo$xp{fnl0#Z+źw-b/{WNJX 'Ĕ 댏i`j 6'EX.NҵN4sV>w#&f:O0zm㎱4-m$pÐYx :K}k8̔SMʸKP+Z5y-T w<պ]q*8|` R`^|?O-:F|]ˉ!6~<ܳԪ!!QI<$&/ fT 1zkm)Xߧ`I!4P /@϶APGWPX%kOΉ^UJ,C`7$ ;>yQaٓêڝ,DQ|]g$O-§ə"i`#4$x5҂ksoI2 #va"2MFQC70Mզͬ^VGK@zVjV&#T_vrwA^%c?LJ" [E#W!@+(LXF* PH,/u<GSQ3;iX̼UϲE4oA 6p|FlV gn+΀ \[a֗Mf[.YΥ@9ik"{EGAlgY 2Yl);NtN4-65̫ oPga)vtX0\f{$Z1(V&#Ig) uZ$-u7!޺r֟P^I'eN%/'-mrlez(lfW SyUQzqqf3Ibߕc܌ u"e `o<7ZHײnf9\ğTE=`0ɄʐZB <@['HTEnfvX-&sua JuNh'UXoz)h}6CNA=a?x69y!y SvP@DH`nj,n9!<8ƓTba"JuvpV-{$$ .ECjp?bpk+MPH y!E?YlD뒢xaDmri 'a_-jpвʦxlA s/ & 3,q,vh 4/e] ψ8:ULn=,D&rpnpn:f8Vbcɮ*UNZ]\l#7fՠŷrKz`X!'bTy! 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