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

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Bibliographic Details
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
[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