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Stressed Out: Macroprudential Principles for Stress Testing · Study

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PreprintStressed Out: Macroprudential Principles for Stress Testing

Anil Kashyap2012

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Preprintgreen2012

Stressed Out: Macroprudential Principles for Stress Testing

Anil Kashyap · Kermit L. Schoenholtz · Hyun Song Shin

80 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Global Financial Regulation and Crises finance, banking, and market dynamics

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References

1984Corporate financing and investment decisions when firms have information that investors do not have 1983Bank Runs, Deposit Insurance, and Liquidity 1984Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have 2008Market Liquidity and Funding Liquidity 2011Securitized banking and the run on repo 2010Basel Committee On Banking Supervision 2005Demand–Deposit Contracts and the Probability of Bank Runs 2011A Macroprudential Approach to Financial Regulation

Cited by

2019Banks’ Risk Dynamics and Distance to Default 2015Mandatory Disclosure and Financial Contagion 2013Fire-sale Spillovers and Systemic Risk 2015Supervisory Stress Tests 2012Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany 2016Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations80

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.2004380

openalex_workW2127288111

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2015

How Did Markets React to Stress Tests?

2013Dealing with the Challenges of Macro Financial Linkages in Emerging Markets