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

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2,003

SSRN CITATIONS
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Top 6,286

in Total Papers Citations

93

CROSSREF CITATIONS

121

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 369 (100,385)

Abstract:

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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 162 (227,620)
Citation 1

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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 109 (309,715)
Citation 4

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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 94 (342,169)
Citation 18

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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 67 (418,658)
Citation 15

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

3.
Downloads 236 (161,785)
Citation 7

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 145 (249,889)

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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 91 (349,365)
Citation 24

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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 202 (187,408)
Citation 15

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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
Polytechnic University of Marche, Hanken School of Economics and European Central Bank (ECB)
Downloads 159 (230,949)
Citation 6

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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 140 (256,213)
Citation 10

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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 62 (436,101)
Citation 1

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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 52 (474,711)

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

8.

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 90 (348,943)

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

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 66 (416,713)
Citation 3

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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 57 (448,174)
Citation 2

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

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 34 (562,447)

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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 9 (748,168)

Abstract:

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12.

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 42 (509,626)

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

13.

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 30 (571,243)
Citation 11

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early warning systems, policymakers' preferences, misclassification costs

14.

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 23 (615,809)
Citation 1

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

15.

The Multivariate Nature of Systemic Risk: Direct and Common Exposures

Posted: 04 Jun 2016
Paolo Giudici, Peter Sarlin and A. Spelta
University of Pavia, Hanken School of Economics and Independent

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Bank of International Settlements data, Correlation networks, Exposure networks