Towards Macroprudential Stress Testing : Incorporating Macro-Feedback Effects /
Macro-feedback effects have been identified as a key missing element for more effective macro-prudential stress testing. To fill this gap, this paper develops a framework that facilitates the analysis of both the direct effects of macroeconomic shocks on the solvency of individual banks and feedback...
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| Format: | Zeitschrift |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C. :
International Monetary Fund,
2017.
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| Schriftenreihe: | IMF Working Papers; Working Paper ;
No. 2017/149 |
| Online Zugang: | Full text available on IMF |