Macro-financial stress testing : principles and practices
Year of publication: |
2020
|
---|---|
Authors: | Oura, Hiroko ; Schumacher, Liliana ; Chan-Lau, Jorge A. ; Demekas, Dimitri G. ; Gray, Dale ; Hesse, Heiko ; Jobst, Andreas A. ; Kopp, Emanuel ; Muñoz, Sònia ; Ong, Li Lian ; Sampic, Christine ; Schmieder, Christian ; Wehrhahn, Rodolfo ; Ong, Li Lian |
Published in: |
Stress testing : principles, concepts, and frameworks. - Washington, DC : International Monetary Fund, ISBN 978-1-4843-1071-7. - 2020, p. 11-54
|
Subject: | Stresstest | Stress test | Bankenaufsicht | Banking supervision | Finanzkrise | Financial crisis |
-
Theory and regulation of liquidity risk management in banking
Scannella, Enzo, (2016)
-
Stress testing the resilience of financial networks
Amini, Hamed, (2012)
-
Basic indicators of systemic risk in the EU banking sector : implications for banking regulation
Sum, Katarzyna, (2015)
- More ...
-
Jobst, Andreas A., (2013)
-
Jobst, Andreas A., (2013)
-
Macroprudential liquidity stress testing in FSAPs for systemically important financial systems
Jobst, Andreas A., (2017)
- More ...