Financial Stress in ASEAN+3 Economies: Risk Regime Identification and Predictability
October 25, 2024
This paper introduces high-frequency country specific financial stress indices (FSIs) for selected ASEAN+3 economies.
October 25, 2024
Hoang Nam Nguyen, Jorge Antonio Chan-Lau, Michael Wynn
This paper introduces high-frequency country specific financial stress indices (FSIs) for selected ASEAN+3 economies.
June 12, 2024
Cheng Zhong, Jorge Antonio Chan-Lau, Luca Mungo, Ritong Qu, Ruogei Hu, Weining Xin
This paper develops a mixed-frequency, tree-based, gradient-boosting model designed to assess the default risk of privately held firms in real time.
December 6, 2023
Jorge Antonio Chan-Lau, Toàn Long Quách
Growing involvement of the traditional banking system with the crypto ecosystem raises concerns about systemic risk and financial stability.
November 24, 2023
Jorge Antonio Chan-Lau, Toàn Long Quách
Cryptocurrency adoption in emerging markets, especially the ASEAN+3 region, has been strong at both institutional and retail levels.
September 19, 2023
Catharine Kho, Jorge Antonio Chan-Lau, Li Lian Ong, Michael Wynn, Min Wei, Toàn Long Quách, Yin Fai Ho
In this note, we introduce AMRO’s Risk Identification and Signalling Kickoff (RISK) exercise, aimed at assessing systemic risks to the ASEAN+3 region.