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financial stabilityfinancial stresssystemic financialcentral banksmeasuring systemicstress impactimpact macroeconomypaper proposesproposes statisticalstatistical frameworkframework systemicstress indexesindexes existingexisting indexindex designsdesigns representedrepresented specialspecial casescases introduceintroduce dailydaily variantvariant ecbecb cissciss euroeuro areaarea cissciss aggregatesaggregates representativerepresentative setset stressstress indicatorsindicators usingusing timetime varyingvarying crosscross correlationscorrelations systemicsystemic weightsweights likelike portfolioportfolio riskrisk computedcomputed riskrisk characteristicscharacteristics individualindividual assetsassets bootstrapbootstrap algorithmalgorithm deliversdelivers testtest statisticsstatistics linearlinear vargreat recessionwhile contributioncontribution covidcovid crisiscrisis appearsappears limitedlimited quantilequantile varvar suggestsreal effectseffects financialstress statesstates economyfinancial crisisfinancial marketimpact assessmentfinancial systemmacroeconomy rolerole centralbanks financialchanged transformingeconomic systemssystems casecase polandpoland papervar showsshows greatrecession mainlyparticularly strongpast did
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