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Macroprudential Stress Tests and Policies [electronic resource] : Searching for Robust and Implementable Frameworks / Ron Anderson.

Author/Creator:
Anderson, Ron.
Publication:
Washington, D.C. : International Monetary Fund, 2018.
Series:
IMF eLibrary
IMF Working Papers; Working Paper ; No. 18/197
IMF Working Papers
Format/Description:
Government document
Book
1 online resource (79 pages)
Summary:
Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer quantitative, forward-looking assessments of the resilience of financial systems as a whole, to particularly adverse shocks. Therefore, they are well suited to support the surveillance of macrofinancial vulnerabilities and to inform the use of macroprudential policy-instruments. This report summarizes 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 and implementation-challenges; (ii) providing a roadmap for future-research, and; (iii) discussing the potential uses of MaPST to support policy.
Notes:
Part of the IMF eLibrary collection.
Description based on print version record.
Contributor:
Baba, Chikako.
Daníelsson, Jón.
Other format:
Print Version: Anderson, Ron Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
ISBN:
1484375831 :
9781484375839
Publisher Number:
10.5089/9781484375839.001 doi
Access Restriction:
Restricted for use by site license.
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