The OFR Financial System Vulnerabilities Monitor

38 Pages Posted: 26 Apr 2018

See all articles by Joe McLaughlin

Joe McLaughlin

Office of Financial Research

Adam Minson

Office of Financial Research

Eric Parolin

Office of Financial Research

Nathan Palmer

Office of Financial Research

Date Written: March 28, 2018

Abstract

The Office of Financial Research (OFR) has a mandate to measure and monitor risks to U.S. financial stability. To help fulfill that mandate, the OFR launched the Financial System Vulnerabilities Monitor (FSVM) in 2017. The monitor is a starting point for assessing vulnerabilities in the U.S. financial system. It is constructed as a heat map of 58 quantitative indicators. It is designed to provide early warning signals of potential financial system vulnerabilities that merit investigation. This paper details the monitor’s purpose, construction, interpretation, and use.

Keywords: financial stability, heat map, vulnerabilities

Suggested Citation

McLaughlin, Joe and Minson, Adam and Parolin, Eric and Palmer, Nathan, The OFR Financial System Vulnerabilities Monitor (March 28, 2018). OFR 18-01, Available at SSRN: https://ssrn.com/abstract=3169369 or http://dx.doi.org/10.2139/ssrn.3169369

Joe McLaughlin (Contact Author)

Office of Financial Research ( email )

717 14th Street, NW
Washington, DC 20220
United States

Adam Minson

Office of Financial Research ( email )

717 14th Street, NW
Washington, DC 20220
United States

Eric Parolin

Office of Financial Research ( email )

717 14th Street, NW
Washington, DC 20220
United States

Nathan Palmer

Office of Financial Research ( email )

717 14th Street, NW
Washington, DC 20220
United States

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