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Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
Ron AndersonJon DanielssonChikako BabaMr.Udaibir S DasMr.Heedon KangMiguel A. Segoviano Basurto
出版International Monetary Fund, 2018-09-11
主題Business & Economics / Finance / GeneralBusiness & Economics / Banks & Banking
ISBN14843763829781484376386
URLhttp://books.google.com.hk/books?id=lgZxDwAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋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.