Designing Effective Macroprudential Stress Tests : Progress So Far and the Way Forward /

Designing Effective Macroprudential Stress Tests : Progress So Far and the Way Forward /

Giving stress tests a macroprudential perspective requires (i) incorporating general equilibrium dimensions, so that the outcome of the test depends not only on the size of the shock and the buffers of individual institutions but also on their behavioral responses and their interactions with each ot...

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Bibliografiske detaljer
Hovedforfatter:	Demekas, Dimitri
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2015.
Serier:	IMF Working Papers; Working Paper ; No. 2015/146
Online adgang:	Full text available on IMF

Lignende værker

Towards Macroprudential Stress Testing : Incorporating Macro-Feedback Effects /
af: Krznar, Ivo
Udgivet: (2017)

Macroprudential Stress Tests : A Reduced-Form Approach to Quantifying Systemic Risk Losses /
af: Alla, Zineddine
Udgivet: (2018)

Macroprudential Stress Tests and Policies : Searching for Robust and Implementable Frameworks /
af: Anderson, Ron
Udgivet: (2018)

Macroprudential Solvency Stress Testing of the Insurance Sector /
af: Jobst, Andreas A.
Udgivet: (2014)

Stress Testing and Calibration of Macroprudential Policy Tools /
af: Gornicka, Lucyna
Udgivet: (2020)

Sovereign Risk in Macroprudential Solvency Stress Testing /
af: Jobst, Andreas A.
Udgivet: (2019)

Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems /
af: Jobst, Andreas A.
Udgivet: (2017)

A Framework for Macroprudential Bank Solvency Stress Testing : Application to S-25 and Other G-20 Country FSAPs /
af: Jobst, Andreas A.
Udgivet: (2013)

Identifying Threshold Effects in Credit Risk Stress Testing /
af: Mendez Morales, Armando
Udgivet: (2004)

Stress Testing at the IMF /
af: Swinburne, Mark
Udgivet: (2008)

Stress Testing at the IMF /
af: Adrian, Tobias
Udgivet: (2020)

The Use and Effectiveness of Macroprudential Policies : New Evidence /
af: Cerutti, Eugenio
Udgivet: (2015)

Effects of Macroprudential Policy : Evidence from Over 6,000 Estimates /
af: Araujo, Juliana
Udgivet: (2020)

How Effective are Macroprudential Policies in China? /
af: Wang, Bin
Udgivet: (2013)

Effective Macroprudential Policy : Cross-Sector Substitution from Price and Quantity Measures /
af: Cizel, Janko
Udgivet: (2016)

How to Capture Macro-Financial Spillover Effects in Stress Tests? /
af: Hesse, Heiko
Udgivet: (2014)

Macrofinancial Stress Testing : Principles and Practices.
Udgivet: (2012)

Effectiveness and Channels of Macroprudential Instruments : Lessons from the Euro Area /
af: Tressel, Thierry
Udgivet: (2016)

Credibility and Crisis Stress Testing /
af: Ong, Li
Udgivet: (2013)

Introduction to Applied Stress Testing /
af: Cihak, Martin
Udgivet: (2007)

Stress Testing Financial Systems /
af: Jones, Matthew
Udgivet: (2004)

The Global Bank Stress Test /
af: Ding, Xiaodan
Udgivet: (2022)

Macrofinancial Stress Testing : Principles and Practices-Background Material.
Udgivet: (2012)

How Effective is Macroprudential Policy? : Evidence from Lending Restriction Measures in EU Countries /
af: Poghosyan, Tigran
Udgivet: (2019)

The Effectiveness of Borrower-Based Macroprudential Measures : A Quantitative Analysis for Slovakia /
af: Juria, Pavol
Udgivet: (2020)

Towards Effective Macroprudential Policy Frameworks : An Assessment of Stylized Institutional Models /
af: Nier, Erlend
Udgivet: (2011)

Stress Testing Household Debt in Korea /
af: Karasulu, Meral
Udgivet: (2008)

Stress Testing and Risk Integration in Banks
af: Bellini, Tiziano
Udgivet: (2017)

Stress Testing and Risk Integration in Banks
af: Bellini, Tiziano
Udgivet: (2017)

Climate-Related Stress Testing : Transition Risk in Colombia /
af: Sever, Can
Udgivet: (2021)

Effects of Monetary and Macroprudential Policies on Financial Conditions : Evidence from the United States /
af: Zdzienicka, Aleksandra
Udgivet: (2015)

Stress Testing Financial Systems : What to Do When the Governor Calls /
af: Hilbers, Paul
Udgivet: (2004)

Stress Testing of Financial Systems : An Overview of Issues, Methodologies, and FSAP Experiences /
af: Martinez Peria, Maria
Udgivet: (2001)

A Guide to IMF Stress Testing : Methods and Models /
af: Ong, Li
Udgivet: (2014)

Rotors: Stress Analysis and Design
af: Vullo
Udgivet: (2013)

Building Blocks for Effective Macroprudential Policies in Latin America : Institutional Considerations /
af: Imam, Patrick
Udgivet: (2012)

Macroprudential Policy : An Organizing Framework.
Udgivet: (2011)

Macroprudential Policy : An Organizing Framework.
Udgivet: (2011)

How Did Markets React to Stress Tests? /
af: Candelon, Bertrand
Udgivet: (2015)

Rules of Thumb for Bank Solvency Stress Testing /
af: Hardy, Daniel
Udgivet: (2013)