Open AccessTowards Macroprudential Stress Testing: Incorporating Macro-Feedback Effects
Author(s) -
Ivo Krznar,
Troy Matheson
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3014079
Subject(s) - deleveraging , solvency , market liquidity , stress testing (software) , macro , systemic risk , balance sheet , economics , monetary economics , computer science , financial crisis , macroeconomics , accounting , programming language
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom