How to Capture Macro-Financial Spillover Effects in Stress Tests? /
One of the challenges of financial stability analysis and bank stress testing is how to establish scenarios with meaningful macro-financial linkages, id est, taking into account spillover effects and other forms of contagion. We come up with an approach to simulate the potential impact of spillover...
| मुख्य लेखक: | |
|---|---|
| अन्य लेखक: | , |
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2014.
|
| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2014/103 |
| ऑनलाइन पहुंच: | Full text available on IMF |