Credibility And Crisis Stress Testing

ISBN 10 : 9781475527063
ISBN 13 : 1475527063

Credibility is the bedrock of any crisis stress test. The use of stress tests to manage systemic risk was introduced by the U.S. authorities in 2009 in the form of the Supervisory ..

The Euro Experiment

ISBN 10 : 9781316477830
ISBN 13 : 1316477835

How and why did the euro crisis happen? What are the implications for the economic and political future of Europe? The euro is an extraordinary political and economic experiment, t..

Macroprudential Solvency Stress Testing Of The Insurance Sector

ISBN 10 : 9781498394253
ISBN 13 : 1498394256

Over the last decade, stress testing has become a central aspect of the Fund’s bilateral and multilateral surveillance work. Recently, more emphasis has also been placed on the r..

A Guide To Imf Stress Testing Methods And Models

ISBN 10 : 9781498370417
ISBN 13 : 1498370411

The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF ..

March Madness In Wall Street

ISBN 10 : 9781513524962
ISBN 13 : 1513524968

Annual stress tests have become a regular part of the supervisors’ toolkit following the global financial crisis. We investigate their capital market implications in the United S..

United Kingdom

ISBN 10 : 9781475517347
ISBN 13 : 1475517343

The Bank of England (BoE) has two mandates: a macroprudential mandate through the financial policy committee (FPC) and a microprudential mandate through the Prudential Regulation A..