Related Books
Language: en
Pages: 79
Pages: 79
Type: BOOK - Published: 2018-09-11 - Publisher: International Monetary Fund
Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer
Language: en
Pages: 79
Pages: 79
Type: BOOK - Published: 2018 - Publisher:
Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer
Language: en
Pages: 34
Pages: 34
Type: BOOK - Published: 2015-06-30 - Publisher: International Monetary Fund
Giving stress tests a macroprudential perspective requires (i) incorporating general equilibrium dimensions, so that the outcome of the test depends not only on
Language: en
Pages: 79
Pages: 79
Type: BOOK - Published: 2018-09-11 - Publisher: International Monetary Fund
Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer
Language: en
Pages: 45
Pages: 45
Type: BOOK - Published: 2018-03-09 - Publisher: International Monetary Fund
We present a novel approach that incorporates individual entity stress testing and losses from systemic risk effects (SE losses) into macroprudential stress tes
