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RePEcML & AI Methods

A SPOT in the dark: using AI to assess financial stability risks

Large Language Models extract signals about potential trigger events from financial news, improving forward-looking estimates of downside risks and helping monitor financial stability threats ahead of major events.

Featured in No. 133 on 2 Oct 2026 · 9 days after release

SPOT financial stability indicator compared with geopolitical risk and policy uncertainty measures.
Figure 14: Visual comparison of the benchmark SPOT indicator with the GPR and the EPU
Released
23 Sep 2026
First featured
No. 133 · 2 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
3 of 5
Identifier
RePEc:ecb:ecbwps:20263262
Authors
Domenic Kellner et al.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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