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...
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2017.
|
| Colecção: | IMF Working Papers; Working Paper ;
No. 2017/149 |
| Acesso em linha: | Full text available on IMF |