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The paper presents the improvement of scientific and methodical approach to the identification of thresholds of indicators for the buildup of systemic financial risks. The testing of the approach developed by the example of the group of Central and Eastern European countries makes it possible to identify threshold and critical levels of indicators of macroeconomic development, which threaten the financial stability of the evaluated countries.

Identification of the critical level in accumulation of systemic financial risk in the economy of countries of Central and Eastern Europe