Macro stress tests of UK banks

Abstract

Stress testing the vulnerability of financial institutions to adverse macroeconomic events is an important tool in assessing financial stability. Central banks and financial regulators increasingly use this approach in calibrating the risks facing the financial system. A number of recent policy initiatives also aim to formalise a role for stress tests. One of these has been the inclusion of stress tests in the

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 44 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.