Related Books
Language: en
Pages: 49
Pages: 49
Type: BOOK - Published: 2019-10-11 - Publisher: International Monetary Fund
The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country’s financial system. This pap
Language: en
Pages: 27
Pages: 27
Type: BOOK - Published: 2010-04-01 - Publisher: International Monetary Fund
The 2008/9 financial crisis highlighted the importance of evaluating vulnerabilities owing to interconnectedness, or Too-Connected-to-Fail risk, among financial
Language: en
Pages: 63
Pages: 63
Type: BOOK - Published: 2019-05-10 - Publisher: International Monetary Fund
This paper presents a novel approach to investigate and model the network of euro area banks’ large exposures within the global banking system. Drawing on a u
Language: en
Pages: 73
Pages: 73
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund
This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps
Language: en
Pages: 79
Pages: 79
Type: BOOK - Published: 2018-09-11 - Publisher: International Monetary Fund
Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer