Macroprudential Stress Tests and Policies [electronic resource] : Searching for Robust and Implementable Frameworks / Ron Anderson.
- Washington, D.C. : International Monetary Fund, 2018.
- IMF eLibrary
IMF Working Papers; Working Paper ; No. 18/197
IMF Working Papers
- Government document
1 online resource (79 pages)
- 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.
- Part of the IMF eLibrary collection.
Description based on print version record.
- Baba, Chikako.
- Other format:
- Print Version: Anderson, Ron Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
- 1484375831 :
- Publisher Number:
- 10.5089/9781484375839.001 doi
- Access Restriction:
- Restricted for use by site license.
|Location||Notes||Your Loan Policy|
|Description||Status||Barcode||Your Loan Policy|