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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2,572

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Top 7,807

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130

CROSSREF CITATIONS

75

Scholarly Papers (15)

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1.

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

Downloads 576 (82,591)
Citation 1

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 388 (131,428)

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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 188 (274,435)
Citation 1

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

2.

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

Downloads 340 (153,218)
Citation 29

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 133 (367,472)
Citation 10

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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 118 (402,594)
Citation 17

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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 89 (490,809)
Citation 15

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

3.

Mapping the State of Financial Stability

Downloads 290 (181,323)
Citation 8

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 175 (292,417)
Citation 4

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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 115 (410,348)
Citation 21

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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
Frank Betz, Silviu Oprica, Tuomas A. Peltonen and Peter Sarlin
European Union - European Investment Bank, European Central Bank (ECB), European Central Bank (ECB) and Hanken School of Economics
Downloads 249 (211,318)
Citation 46

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

5.

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

ECB Working Paper No. 2182
Number of pages: 43 Posted: 12 Oct 2018
Jan Hannes Lang, Tuomas A. Peltonen and Peter Sarlin
European Central Bank (ECB), European Central Bank (ECB) and Hanken School of Economics
Downloads 226 (232,121)

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

6.

Interconnectedness of the Banking Sector as a Vulnerability to Crises

Number of pages: 35 Posted: 15 May 2015
Michela Rancan, Peter Sarlin and Tuomas A. Peltonen
Polytechnic University of Marche, Hanken School of Economics and European Central Bank (ECB)
Downloads 184 (279,966)
Citation 6

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

7.

Network Linkages to Predict Bank Distress

Number of pages: 39 Posted: 18 Mar 2015 Last Revised: 02 May 2015
Tuomas A. Peltonen, Andreea Constantin and Peter Sarlin
European Central Bank (ECB), University of Lausanne, HEC, IBF and Hanken School of Economics
Downloads 175 (292,582)
Citation 11

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bank distress, bank networks, systemic risk

8.

Macroprudential Oversight, Risk Communication and Visualization

Downloads 142 (350,279)
Citation 6

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 74 (549,803)
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 68 (581,426)
Citation 6

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

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 101 (448,323)
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

Downloads 68 (568,467)
Citation 7

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 45 (705,093)

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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: 18 Nov 2021
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 23 (881,957)

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11.

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 66 (577,446)
Citation 2

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

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
Mikhail V. Oet, Mikhail V. Oet, John Dooley, Dieter Gramlich, Peter Sarlin and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Hanken School of Economics and Federal Reserve Bank of Cleveland
Downloads 62 (595,981)

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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 49 (670,748)
Citation 14

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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 44 (695,399)
Citation 2

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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