Book contents
- Frontmatter
- Dedication
- Contents
- List of Contributors
- Foreword
- 1 Introduction and Overview
- Part One History and Objectives
- Part Two Inputs and Outputs
- 5 Macrofinancial Stress Test Scenario Design—for Banks and Beyond
- 6 The Role of Heterogeneity in Scenario Design for Financial Stability Stress Testing
- 7 Designing Coherent Scenarios: A Practitioner Perspective
- 8 Stress Testing with Market Data
- 9 On Market-Based Approaches to the Valuation of Capital
- 10 Granular Data Offer New Opportunities for Stress Testing
- 11 Stress Test Disclosure: Theory, Practice, and New Perspectives
- 12 Stress Testing during Times of War
- Part Three Microprudential Stress Testing
- Part Four A Macroprudential Perspective on the Financial System
- Part Five Macroprudential Stress Testing
- Prat Six Concluding Thoughts: The Road Ahead
- Index
6 - The Role of Heterogeneity in Scenario Design for Financial Stability Stress Testing
from Part Two - Inputs and Outputs
Published online by Cambridge University Press: 25 February 2022
Book contents
- Frontmatter
- Dedication
- Contents
- List of Contributors
- Foreword
- 1 Introduction and Overview
- Part One History and Objectives
- Part Two Inputs and Outputs
- 5 Macrofinancial Stress Test Scenario Design—for Banks and Beyond
- 6 The Role of Heterogeneity in Scenario Design for Financial Stability Stress Testing
- 7 Designing Coherent Scenarios: A Practitioner Perspective
- 8 Stress Testing with Market Data
- 9 On Market-Based Approaches to the Valuation of Capital
- 10 Granular Data Offer New Opportunities for Stress Testing
- 11 Stress Test Disclosure: Theory, Practice, and New Perspectives
- 12 Stress Testing during Times of War
- Part Three Microprudential Stress Testing
- Part Four A Macroprudential Perspective on the Financial System
- Part Five Macroprudential Stress Testing
- Prat Six Concluding Thoughts: The Road Ahead
- Index
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- Handbook of Financial Stress Testing , pp. 98 - 127Publisher: Cambridge University PressPrint publication year: 2022
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