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.

Online:

Connect to full text
http://hdl.library.upenn.edu/1017.12/2457318

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