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Thoughts on the proper design of macro stress tests

In: Macroprudential regulation and policy

Author

Listed:
  • Petr Jakubík

    (ECB)

  • Gregory Sutton

    (Financial Stability Institute of the BIS)

Abstract

No abstract is available for this item.

Suggested Citation

  • Petr Jakubík & Gregory Sutton, 2011. "Thoughts on the proper design of macro stress tests," BIS Papers chapters,in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 111-119 Bank for International Settlements.
  • Handle: RePEc:bis:bisbpc:60-15
    as

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    File URL: http://www.bis.org/publ/bppdf/bispap60o.pdf
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    References listed on IDEAS

    as
    1. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series,in: Rodrigo Alfaro (ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410 Central Bank of Chile.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Beck, Roland & Jakubik, Petr & Piloiu, Anamaria, 2013. "Non-performing loans: what matters in addition to the economic cycle?," Working Paper Series 1515, European Central Bank.
    2. Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2012. "Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank," Working Papers 2012/11, Czech National Bank, Research Department.

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