Macroprudential stress‑test models : a survey

David Aikman, Daniel Beale, Adam Brinley-Codd, Giovanni Covi, Anne-Caroline Hüser and Caterina Lepore

Year of publication:	[2023]
Authors:	Aikman, David ; Beale, Daniel ; Brinley-Codd, Adam ; Covi, Giovanni ; Hüser, Anne-Caroline ; Lepore, Caterina
Publisher:	London : Bank of England
Subject:	Stress testing \| system‑wide models \| contagion \| systemic risk \| market‑basedfinance \| real‑financial linkages \| sectoral interlinkages \| macroprudential policy \| Finanzmarktaufsicht \| Financial supervision \| Systemrisiko \| Systemic risk \| Bankrisiko \| Bank risk \| Bankenaufsicht \| Banking supervision \| Finanzkrise \| Financial crisis \| Kreditrisiko \| Credit risk \| Stresstest \| Stress test \| Ansteckungseffekt \| Contagion effect \| Bankenkrise \| Banking crisis \| Theorie \| Theory