A Framework for Macroprudential Stress Testing
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More about this item
Keywords
macroprudential stress testing; capital buffers; scenario analysis.;All these keywords.
JEL classification:
- 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
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2023-02-06 (Economics of Ageing)
- NEP-CBA-2023-02-06 (Central Banking)
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