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...
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| 其他作者: | , |
| 格式: | 杂志 |
| 语言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2014.
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| 丛编: | IMF Working Papers; Working Paper ;
No. 2014/103 |
| 在线阅读: | Full text available on IMF |