Book contents
- Frontmatter
- Dedication
- Contents
- List of Contributors
- Foreword
- 1 Introduction and Overview
- Part One History and Objectives
- Part Two Inputs and Outputs
- Part Three Microprudential Stress Testing
- Part Four A Macroprudential Perspective on the Financial System
- Part Five Macroprudential Stress Testing
- 24 Enhancing Stress Tests by Adding Macroprudential Elements
- 25 Accounting for Amplification Mechanisms in Bank Stress Test Models at the Bank of Canada
- 26 Stress Testing at the International Monetary Fund
- 27 A Comprehensive Approach to Macroprudential Stress Testing
- 28 A Complex Systems Perspective on Macroprudential Regulation
- 29 Stress Testing a Central Bank’s Own Balance Sheet
- Prat Six Concluding Thoughts: The Road Ahead
- Index
27 - A Comprehensive Approach to Macroprudential Stress Testing
from Part Five - Macroprudential Stress Testing
Published online by Cambridge University Press: 25 February 2022
- Frontmatter
- Dedication
- Contents
- List of Contributors
- Foreword
- 1 Introduction and Overview
- Part One History and Objectives
- Part Two Inputs and Outputs
- Part Three Microprudential Stress Testing
- Part Four A Macroprudential Perspective on the Financial System
- Part Five Macroprudential Stress Testing
- 24 Enhancing Stress Tests by Adding Macroprudential Elements
- 25 Accounting for Amplification Mechanisms in Bank Stress Test Models at the Bank of Canada
- 26 Stress Testing at the International Monetary Fund
- 27 A Comprehensive Approach to Macroprudential Stress Testing
- 28 A Complex Systems Perspective on Macroprudential Regulation
- 29 Stress Testing a Central Bank’s Own Balance Sheet
- Prat Six Concluding Thoughts: The Road Ahead
- Index
Summary
- Type
- Chapter
- Information
- Handbook of Financial Stress Testing , pp. 557 - 592Publisher: Cambridge University PressPrint publication year: 2022