Search Results

You are looking at 1 - 4 of 4 items

  • Keyword: Model Evaluation and Testing x
  • Keywords: Financial stability x
  • Keywords: Model Evaluation and Testing x
Clear All Modify Search
Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks1

Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks1 »

Source: Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks

Volume/Issue: 2018/197

Series: IMF Working Papers

Author(s): Ron Anderson , Jon Danielsson , Chikako Baba , Udaibir Das , Heedon Kang , and Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 September 2018

ISBN: 9781484375839

Keywords: Financial crises, Systemic risk, Macroprudential Policy, Financial stability, Macroprudential Stress testing, Asset Pricing, Financial Markets and the Macroeconomy, Bayesian Analysis, Semiparametric and Nonparametric Methods, Cross-Sectional Models

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 resil...

A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN)

A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN) »

Source: A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN)

Volume/Issue: 2018/14

Series: IMF Working Papers

Author(s): Fabio Cortes , Peter Lindner , Sheheryar Malik , and Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2018

ISBN: 9781484338605

Keywords: Financial stability; systemic risk; shadow banks; mutual funds; spillovers, Financial stability, systemic risk, shadow banks, mutual funds, spillovers, Mathematical Methods, Other, Model Evaluation and Testing, Financial Markets and the Macroeconomy

This paper presents the Systemic Risk and Interconnectedness (SyRIN) tool. SyRIN allows a comprehensive assessment of systemic risk via quantification of the impact of risk amplification mechanisms, due to intercon...

Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks

Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks »

Volume/Issue: 2018/197

Series: IMF Working Papers

Author(s): Ron Anderson , Jon Danielsson , Chikako Baba , Udaibir Das , Heedon Kang , and Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 September 2018

DOI: http://dx.doi.org/10.5089/9781484375839.001

ISBN: 9781484375839

Keywords: Financial crises, Systemic risk, Macroprudential Policy, Financial stability, Macroprudential Stress testing, Asset Pricing, Financial Markets and the Macroeconomy, Bayesian Analysis, Semiparametric and Nonparametric Methods, Cross-Sectional Models

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 resil...

A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN)

A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN) »

Volume/Issue: 2018/14

Series: IMF Working Papers

Author(s): Fabio Cortes , Peter Lindner , Sheheryar Malik , and Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2018

DOI: http://dx.doi.org/10.5089/9781484338605.001

ISBN: 9781484338605

Keywords: Financial stability; systemic risk; shadow banks; mutual funds; spillovers, Financial stability, systemic risk, shadow banks, mutual funds, spillovers, Mathematical Methods, Other, Model Evaluation and Testing, Financial Markets and the Macroeconomy

This paper presents the Systemic Risk and Interconnectedness (SyRIN) tool. SyRIN allows a comprehensive assessment of systemic risk via quantification of the impact of risk amplification mechanisms, due to intercon...