No. 21 - The Bank of Italy's systemic risk dashboard for the Italian financial systema technical note on the aggregation of risk indicators

The Bank of Italy's risk dashboard (RD) is a set of indicators providing a general overview of systemic risks to the Italian financial system. It is one of the tools used by the Bank to measure and assess financial stability risks. The RD is currently comprised of more than 80 indicators. In this note we describe the methodology used to aggregate these indicators in nine broader categories of risk.