Stress testing has emerged as the primary technique for gauging the robustness of individual financial institutions and the financial system as a whole, but measuring systemic vulnerabilities is often not as emphasized.
Moody’s Analytics computed systemic risk measures spanning the last 20 years for five major southeast Asian economies: Indonesia, Malaysia, the Philippines, Singapore, and Thailand. The webinar will discuss:
Interconnectedness as a measure of systemic risk
Techniques for measuring financial firm interconnectedness
Empirical results and observations for five southeast Asian economies