---
title: Beyond Financial Conditions: Measuring Structural Vulnerabilities in the U.S. Financial System
url: https://www.ml-quant.com/papers/repec/fip-fedgfe-103791/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-09
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:fip:fedgfe:103791
source_url: https://econpapers.repec.org/RePEc:fip:fedgfe:103791
featured: 2026-10-09
citations: unknown
topic: Risk, Credit & Banking
---


# Beyond Financial Conditions: Measuring Structural Vulnerabilities in the U.S. Financial System

An index capturing structural financial weaknesses displays gradual buildup before crises, predicts shock amplification, and reveals delayed monetary policy transmission effects.

- Source: https://econpapers.repec.org/RePEc:fip:fedgfe:103791
- Identifier: RePEc:fip:fedgfe:103791
- Released: 2026-10-05
- First featured: Quant Letter No. 134 (2026-10-09): https://www.ml-quant.com/issues/2026-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking
- Authors: Michele Modugno, Benjamin Roscoe, Sarah Zoi

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