Peter Sarlin

Hanken School of Economics

Associate Professor

PO Box 479

FI-00101 Helsinki

Finland

RiskLab Finland

Director

Turku, 20520

Finland

http://risklab.fi/people/peter/

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 24,815

SSRN RANKINGS

Top 24,815

in Total Papers Downloads

1,855

CITATIONS
Rank 8,167

SSRN RANKINGS

Top 8,167

in Total Papers Citations

68

Scholarly Papers (15)

Ending Over-Lending: Assessing Systemic Risk with Debt to Cash Flow

ECB Working Paper No. 1769
Number of pages: 30 Posted: 27 Mar 2015
Bruce Ramsay and Peter Sarlin
Cascadia Monetary Research and Hanken School of Economics
Downloads 358 (81,116)

Abstract:

Loading...

debt to cash flow, total debt to gross savings, systemic risk, early-warning indicator

Ending Over-Lending: Assessing Systemic Risk with Debt to Cash Flow

Bank of Finland Research Discussion Paper No. 11/2014
Number of pages: 31 Posted: 09 Apr 2014 Last Revised: 06 May 2014
Bruce Ramsay and Peter Sarlin
Cascadia Monetary Research and Hanken School of Economics
Downloads 153 (190,375)
Citation 1

Abstract:

Loading...

debt-to-cash flow, debt-to-gross saving, systemic risk, four-zone framework

Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty

ECB Working Paper No. 1900
Number of pages: 41 Posted: 11 May 2016
Markus Holopainen and Peter Sarlin
RiskLab Finland and Hanken School of Economics
Downloads 101 (261,925)

Abstract:

Loading...

financial stability, early-warning models, horse race, ensembles, model uncertainty

Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty

Bank of Finland Research Discussion Paper No. 6/2015
Number of pages: 34 Posted: 24 Mar 2015
Markus Holopainen and Peter Sarlin
RiskLab Finland and Hanken School of Economics
Downloads 88 (286,807)
Citation 14

Abstract:

Loading...

financial stability, early-warning models, horse race, ensembles, model uncertainty

Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty

Number of pages: 39 Posted: 22 Jan 2015 Last Revised: 01 Apr 2016
Markus Holopainen and Peter Sarlin
RiskLab Finland and Hanken School of Economics
Downloads 59 (360,329)
Citation 27

Abstract:

Loading...

financial stability, early-warning models, horse race, ensembles, model uncertainty

3.
Downloads 223 (135,304)
Citation 13

Mapping the State of Financial Stability

ECB Working Paper No. 1382
Number of pages: 39 Posted: 22 Sep 2011
Peter Sarlin and Tuomas A. Peltonen
Hanken School of Economics and European Central Bank (ECB)
Downloads 134 (212,219)

Abstract:

Loading...

systemic financial crisis, systemic risk, self-organizing map (SOM), visualization, prediction, macroprudential supervision

Mapping the State of Financial Stability

BOFIT Discussion Paper No. 18/2011
Number of pages: 44 Posted: 22 Aug 2011
Peter Sarlin and Tuomas A. Peltonen
Hanken School of Economics and European Central Bank (ECB)
Downloads 89 (284,704)
Citation 20

Abstract:

Loading...

systemic financial crisis, systemic risk, self-organizing maps, visualisation, prediction, macroprudential supervision

4.

Predicting Distress in European Banks

ECB Working Paper No. 1597
Number of pages: 35 Posted: 08 Nov 2013
European Union - European Investment Bank, European Central Bank (ECB), European Central Bank (ECB) and Hanken School of Economics
Downloads 150 (193,191)
Citation 31

Abstract:

Loading...

bank distress; early-warning model; prudential policy; signal evaluation

5.

Interconnectedness of the Banking Sector as a Vulnerability to Crises

Number of pages: 35 Posted: 15 May 2015
European University Institute, Hanken School of Economics and European Central Bank (ECB)
Downloads 145 (198,619)
Citation 2

Abstract:

Loading...

Financial interconnectedness, Macro-networks, Banking crises, Early-warning model

6.

Network Linkages to Predict Bank Distress

Number of pages: 39 Posted: 18 Mar 2015 Last Revised: 02 May 2015
European Central Bank (ECB), University of Lausanne, HEC, IBF and Hanken School of Economics
Downloads 121 (228,939)
Citation 4

Abstract:

Loading...

bank distress, bank networks, systemic risk

Macroprudential Oversight, Risk Communication and Visualization

SWIFT Institute Working Paper No. 2013-005
Number of pages: 45 Posted: 21 May 2014
Peter Sarlin
Hanken School of Economics
Downloads 61 (354,309)
Citation 3

Abstract:

Loading...

Macroprudential oversight, risk communication, visualization, analytical visualization, interactive visualization

Macroprudential Oversight, Risk Communication and Visualization

ECB Working Paper No. 1768
Number of pages: 42 Posted: 25 Mar 2015
Peter Sarlin
Hanken School of Economics
Downloads 47 (400,961)

Abstract:

Loading...

macroprudential oversight, risk communication, visualization, analytical visualization, interactive visualization, VisRisk

8.

The Multivariate Nature of Systemic Risk: Direct and Common Exposures

Number of pages: 25 Posted: 04 Jun 2016
Paolo Giudici, Peter Sarlin and A. Spelta
University of Pavia - Faculty of Economics, Hanken School of Economics and Independent
Downloads 88 (284,435)
Citation 1

Abstract:

Loading...

Bank of International Settlements data, Correlation networks, Exposure networks

9.

Bank Networks from Text: Interrelations, Centrality and Determinants

ECB Working Paper No. 1876
Number of pages: 29 Posted: 19 Jan 2016
Samuel Rönnqvist and Peter Sarlin
Åbo Akademi University - Turku Centre for Computer Science (TUCS) and Hanken School of Economics
Downloads 63 (343,943)
Citation 1

Abstract:

Loading...

bank networks, information centrality, systemic risk, text analysis

10.

Leading Indicators of Systemic Banking Crises: Finland in a Panel of EU Countries

Bank of Finland Research Discussion Paper No. 14/2014
Number of pages: 30 Posted: 18 Jun 2014
Patrizio Lainà, Juho Nyholm and Peter Sarlin
University of Helsinki, Faculty of Social Sciences, Department of Political and Economic Studies, University of Helsinki - Department of Political and Economic Studies and Hanken School of Economics
Downloads 52 (377,061)

Abstract:

Loading...

leading indicators, macro-financial indicators, banking crisis, signal extraction, logit analysis

11.

Evaluating the Information Value for Measures of Systemic Conditions

FRB of Cleveland Working Paper No. 15-13
Number of pages: 34 Posted: 10 Aug 2015
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Hanken School of Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 38 (427,269)

Abstract:

Loading...

Information value; Systemic conditions; Coincident measures; Early warning; Macroprudential policy

Leading Indicators of Systemic Banking Crises: Finland in a Panel of EU Countries

ECB Working Paper No. 1758
Number of pages: 31 Posted: 18 Feb 2015
Patrizio Lainà, Juho Nyholm and Peter Sarlin
University of Helsinki, Faculty of Social Sciences, Department of Political and Economic Studies, University of Helsinki - Department of Political and Economic Studies and Hanken School of Economics
Downloads 26 (495,783)
Citation 9

Abstract:

Loading...

leading indicators, macro-financial indicators, banking crisis, signal extraction, logit analysis

Leading Indicators of Systemic Banking Crises: Finland in a Panel of EU Countries

Bank of Finland Research Discussion Paper No. 14/2014
Number of pages: 30 Posted: 06 Nov 2017 Last Revised: 07 Nov 2017
Patrizio Lainà, Juho Nyholm and Peter Sarlin
University of Helsinki, Faculty of Social Sciences, Department of Political and Economic Studies, University of Helsinki - Department of Political and Economic Studies and Hanken School of Economics
Downloads 7 (619,444)

Abstract:

Loading...

13.

A Framework for Early-Warning Modeling with an Application to Banks

ECB Working Paper No. 2182
Number of pages: 43 Posted: 12 Oct 2018
European Central Bank (ECB), European Central Bank (ECB) and Hanken School of Economics
Downloads 28 (471,410)
Citation 4

Abstract:

Loading...

early-warning models, financial crises, bank distress, regularization, micro- and macro-prudential analysis

14.

On Policymakers' Loss Function and the Evaluation of Early Warning Systems

ECB Working Paper No. 1509
Number of pages: 25 Posted: 12 Feb 2013
Peter Sarlin
Hanken School of Economics
Downloads 27 (476,530)
Citation 24

Abstract:

Loading...

early warning systems, policymakers' preferences, misclassification costs

15.

Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After?

ECB Working Paper No. 2025
Number of pages: 31 Posted: 24 Feb 2017
Peter Sarlin and Gregor von Schweinitz
Hanken School of Economics and Halle Institute for Economic Research
Downloads 20 (515,335)
Citation 1

Abstract:

Loading...

early-warning models, loss functions, threshold setting, predictive performance