Series: IMF Working Papers
Author(s): Heiko Hesse , Ferhan Salman , and Christian Schmieder
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 12 June 2014
Keywords: Macro-financial linkages, Scenarios, Spillover, Contagion, bonds, national bank, banks ’; solvency, banking, bank solvency, General Outlook and Conditions
One of the challenges of financial stability analysis and bank stress testing is how to establish scenarios with meaningful macro-financial linkages, i.e., taking into account spillover effects and other forms of c...