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Stress-testing macro stress testing: Does it live up to expectations? · Study

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Stress-testing macro stress testing: Does it live up to expectations?

Claudio E. V. Borio, Mathias Drehmann, Kostas Tsatsaronis

2013-06-19articleJournal of Financial Stability274 citationsgreen

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Banking stability, regulation, efficiency Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

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2012Stories of the Twentieth Century for the Twenty-First

2010Financial Factors in Economic Fluctuations

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2023Climate Stress Testing

2021The heat is on: A framework for measuring financial stress under disruptive energy transition scenarios

2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights

2023Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures

Details

Year2013

Typearticle

VenueJournal of Financial Stability

Languageen

Files0 public / 0

Identifiers

doi10.1016/j.jfs.2013.06.001

openalex_workW2014865617

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