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Jon Danielsson:

2018

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

Author: Anderson, Ron ; Danielsson, Jon ; Baba, Chikako ; Das, S Udaibir ; Kang, Heedon ; Segoviano, A. Miguel

Series: Working Paper No. 2018/197

Date: September 11, 2018

Subject: Asset and liability management Asset liquidity Banking Countercyclical capital buffers Financial regulation and supervision Financial sector policy and analysis Macroprudential stress testing Stress testing Systemic risk