Systemic Risk Modelling System (SRMS) : a macroprudential stress testing model

Laurynas Naruševičius, Ieva Mikaliūnaitė-Jouvanceau

Year of publication:	[2025]
Authors:	Naruševičius, Laurynas ; Mikaliūnaitė-Jouvanceau, Ieva
Publisher:	Vilnius, Lithuania : Lietuvos Bankas
Subject:	macroprudential stress testing \| macroprudential policy \| feedback loop \| secondround effects \| Finanzmarktaufsicht \| Financial supervision \| Systemrisiko \| Systemic risk \| Stresstest \| Stress test \| Bankenaufsicht \| Banking supervision \| Bankrisiko \| Bank risk \| Finanzkrise \| Financial crisis \| Kreditrisiko \| Credit risk \| Bankenkrise \| Banking crisis \| Wirkungsanalyse \| Impact assessment

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