Overview
The Systemic Risk Observatory monitors structural stability of the financial system, including liquidity conditions, credit markets, yield curves and systemic coordination. The objective is to detect structural risk and loss of coordination before financial crises occur.
Markets Monitored
Repo Market
Short-term funding and collateral liquidity.
Interbank Liquidity
Funding conditions and liquidity stress indicators.
Yield Curve
Macroeconomic expectations and recession signals.
Credit Markets
Corporate credit spreads and default risk indicators.
Volatility
Market volatility and systemic uncertainty.
Financial Networks
Market correlations and systemic contagion.
Systemic Indicators
IRSA-F
Structural Financial Risk Index measuring systemic stress.
FSAI
Financial System Arrhythmia Index measuring coordination loss.
Systemic Integrity Index
Combined indicator of systemic stability.
Reports
- Weekly Systemic Risk Report
- Repo Market Liquidity Monitor
- Yield Curve Monitor
- Credit Market Stress Report