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Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing'

Author

Listed:
  • Elizaveta Danilova

    (Bank of Russia)

  • Evgeny Rumyantsev

    (Bank of Russia)

  • Ivan Shevchuk

    (Bank of Russia)

Abstract

In September, the Bank of Russia held a joint workshop with the International Monetary Fund in Moscow on macroprudential stress testing. IMF experts, members of the research community, staff members of central banks, and regulators from 16 countries shared their approaches to and methodologies of macroprudential stress testing and systemic risk analysis. This publication provides a brief review of the workshop and the key findings of studies presented.

Suggested Citation

  • Elizaveta Danilova & Evgeny Rumyantsev & Ivan Shevchuk, 2018. "Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing'," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 60-83, December.
    • Handle: RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83
    DOI: 10.31477/rjmf.201804.60
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    References listed on IDEAS

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    More about this item

    Keywords

    macroprudential stress testing; systemic risk analysis; Bank of Russia; IMF;
    All these keywords.

    JEL classification:

    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
    • G20 - Financial Economics - - Financial Institutions and Services - - - General

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