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...
| Κύριος συγγραφέας: | |
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| Άλλοι συγγραφείς: | , |
| Μορφή: | Επιστημονικό περιοδικό |
| Γλώσσα: | English |
| Έκδοση: |
Washington, D.C. :
International Monetary Fund,
2014.
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| Σειρά: | IMF Working Papers; Working Paper ;
No. 2014/103 |
| Διαθέσιμο Online: | Full text available on IMF |