Open AccessEnhancing Stress Tests by Adding Macroprudential Elements
Author(s) -
William F. Bassett,
David Rappoport
Publication year - 2022
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2022.022
Subject(s) - stress test , macroprudential regulation , stress testing (software) , economics , calibration , capital (architecture) , financial sector , scenario analysis , business , econometrics , monetary economics , systemic risk , macroeconomics , computer science , financial crisis , finance , history , statistics , mathematics , archaeology , programming language