The Centennial Resilience Index: Expanding Its Coverage and ...

THE CENTENNIAL RESILIENCE INDEX: EXPANDING ITS COVERAGE AND TESTING ITS PREDICTIVE POWERResilience Index Variables and Sources (Sorted by Element)Private Debt• BIS & WEO: Change Over 3 Years in the Ratio of Total Foreign Claims of BIS-Reporting Banks to GDP* (floor set at -20%)• BIS & WEO: Total Foreign Claims of BIS-Reporting Banks to GDP*• BIS, IFS, & EST: Change Over 2 Years in the Ratio of Loans from BIS-Reporting Banks to Private Credit by Domestic DepositMoney Banks* (floor of -20%)• IFS, WEO, & EST: Private Credit by Deposit Money Banks to GDP*• IFS, WEO, & EST: Change over 3 years of the Ratio of Private Credit by Deposit Money Banks to GDP*Reserves• IFS, WEO, & EIU: Total Reserves Minus Gold to GDP*• IFS & WEO: Net International Investment Position to GDP*Note: A two-year moving average was applied to all Asset Quality, Capital Base, and Income Risk variables.A three-year movingaverage was applied to the first and third Private External Debt variables.Note: The types of financial firms included in the Bankscope search criteria used for for all Bankscope data are Commerical Banks,Savings Banks, Cooperative Banks, Real Estate and Mortgage Banks, Islamic Banks, Other Non-Banking Credit Institutions, Micro-Financing Institutions, and Credit Card, Factoring, and Leasing Finance Companies.