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Table of contents
1. Interlinkages and composite measures of systemic risk
2. Macro risk
2.1 GDP growth 2.2 Credit-to-GDP gap
2.3 Current account balance 2.4 Unemployment rate
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Data
2.5 Aggregate debt
General government 2.6 debt-to-GDP 2.7 deficit-to-GDP
Sovereign debt 2.8 CDS premia 2.9 Debt service
2.10/2.11 Private sector debt
3. Credit risk
4. Funding & Liquidity
5. Market risk
6. Profitability and Solvency
7. Structural risk
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