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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Hesse, Heiko
Awduron Eraill: Salman, Ferhan, Schmieder, Christian
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2014.
Cyfres:IMF Working Papers; Working Paper ; No. 2014/103
Mynediad Ar-lein:Full text available on IMF