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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Автор: Anderson, Ron
Інші автори: Baba, Chikako, Danielsson, Jon, Das, Udaibir
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2018.
Серія:IMF Working Papers; Working Paper ; No. 2018/197
Онлайн доступ:Full text available on IMF