Macroprudential Stress Tests : A Reduced-Form Approach to Quantifying Systemic Risk Losses /

We present a novel approach that incorporates individual entity stress testing and losses from systemic risk effects (SE losses) into macroprudential stress testing. SE losses are measured using a reduced-form model to value financial entity assets, conditional on macroeconomic stress and the distre...

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מידע ביבליוגרפי
מחבר ראשי: Alla, Zineddine
מחברים אחרים: Espinoza, Raphael, Li, Qiaoluan, Segoviano, Miguel
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2018.
סדרה:IMF Working Papers; Working Paper ; No. 2018/049
גישה מקוונת:Full text available on IMF