Macroprudential Stress Tests and Policies : Searching for Robust and Implementable Frameworks /

Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer quantitative, forward-looking assessments of the resilience of financial systems as a whole, to particularly adverse shocks. Therefore, they...

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Príomhchruthaitheoir: Anderson, Ron
Rannpháirtithe: Baba, Chikako, Danielsson, Jon, Das, Udaibir
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2018.
Sraith:IMF Working Papers; Working Paper ; No. 2018/197
Rochtain ar líne:Full text available on IMF
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245 1 0 |a Macroprudential Stress Tests and Policies :   |b Searching for Robust and Implementable Frameworks /  |c Ron Anderson, Jon Danielsson, Chikako Baba, Udaibir Das. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2018. 
300 |a 1 online resource (79 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer quantitative, forward-looking assessments of the resilience of financial systems as a whole, to particularly adverse shocks. Therefore, they are well suited to support the surveillance of macrofinancial vulnerabilities and to inform the use of macroprudential policy-instruments. This report summarizes the findings of a joint-research effort by MCM and the Systemic-Risk-Centre, which aimed at (i) presenting state-of-the-art approaches on MaPST, including modeling and implementation-challenges; (ii) providing a roadmap for future-research, and; (iii) discussing the potential uses of MaPST to support policy. 
538 |a Mode of access: Internet 
700 1 |a Baba, Chikako. 
700 1 |a Danielsson, Jon. 
700 1 |a Das, Udaibir. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2018/197 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2018/197/001.2018.issue-197-en.xml  |z IMF e-Library