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  • Search: subject:"macroprudential stress tests"
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Subject
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Ansteckungseffekt 1 Bank risk 1 Bankenaufsicht 1 Bankenkrise 1 Banking crisis 1 Banking supervision 1 Bankrisiko 1 Contagion effect 1 Credit risk 1 Financial crisis 1 Financial sector 1 Financial supervision 1 Financial system 1 Finanzkrise 1 Finanzmarktaufsicht 1 Finanzsektor 1 Finanzsystem 1 Kreditrisiko 1 Stress test 1 Stresstest 1 Systemic risk 1 Systemrisiko 1 banks 1 complex systems 1 computational economics 1 contagion 1 financial stability 1 financial systems 1 heterogeneous agent models 1 leverage cycles 1 macroprudential stress tests 1 microprudential stress tests 1 multi-layered networks 1 non-banks 1 stress testing 1 systemic risk 1
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Free 1
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Book / Working Paper 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
Author
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Aymanns, Christoph 1 Farmer, J. Doyne 1 Kleinnijenhuis, Alissa M. 1 Wetzer, Thomas 1
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Working papers on finance 1
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ECONIS (ZBW) 1
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Models of financial stability and their application in stress tests
Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - 2017
liquidity. We give an overview of applications to stress testing, including both microprudential and macroprudential stress … tests. Finally, we discuss future directions. These include a better understanding of dynamics on networks and interacting …
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