PO Box 479
FI-00101 Helsinki
Finland
Turku, 20520
http://risklab.fi/people/peter/
RiskLab Finland
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debt to cash flow, total debt to gross savings, systemic risk, early-warning indicator
debt-to-cash flow, debt-to-gross saving, systemic risk, four-zone framework
financial stability, early-warning models, horse race, ensembles, model uncertainty
systemic financial crisis, systemic risk, self-organizing map (SOM), visualization, prediction, macroprudential supervision
systemic financial crisis, systemic risk, self-organizing maps, visualisation, prediction, macroprudential supervision
bank distress; early-warning model; prudential policy; signal evaluation
Financial interconnectedness, Macro-networks, Banking crises, Early-warning model
bank distress, bank networks, systemic risk
Macroprudential oversight, risk communication, visualization, analytical visualization, interactive visualization
macroprudential oversight, risk communication, visualization, analytical visualization, interactive visualization, VisRisk
Bank of International Settlements data, Correlation networks, Exposure networks
bank networks, information centrality, systemic risk, text analysis
leading indicators, macro-financial indicators, banking crisis, signal extraction, logit analysis
Information value; Systemic conditions; Coincident measures; Early warning; Macroprudential policy
early-warning models, financial crises, bank distress, regularization, micro- and macro-prudential analysis
early warning systems, policymakers' preferences, misclassification costs
early-warning models, loss functions, threshold setting, predictive performance
