Further processing options
Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
Saved in:
| Other Authors: | Danielsson, Jon [Other] • Baba, Chikako [Other] • Das, Udaibir [Other] • Segoviano Basurto, Miguel [Other] • Kang, Heedon [Other] |
|---|---|
| Type of Resource: | E-Book |
| Language: | English |
| published: |
[S.l.]
SSRN
[2018]
|
| Series: |
IMF Working Paper |
| Source: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
| Summary: | Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisispolicy-frameworks of financial-sectors around the world. MaPSTs can offer quantitative,forward-looking assessments of the resilience of financial systems as a whole, to particularlyadverse shocks. Therefore, they are well suited to support the surveillance of macrofinancialvulnerabilities and to inform the use of macroprudential policy-instruments. This reportsummarizes 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 andimplementation-challenges; (ii) providing a roadmap for future-research, and; (iii) discussingthe potential uses of MaPST to support policy |
|---|---|
| Item Description: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2018 erstellt |
| Physical Description: | 1 Online-Ressource (80 p) |
| DOI: | 10.2139/ssrn.3267224 |
| Access: | Open Access |