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A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector
Company: European Central Bank
Company Url: Click here to open
Year Of Publication: 2013
Month Of Publication: October
Pages: 82
Download Count: 19
View Count: 1533
Comment Num: 0
Language: English
Source: working paper
Who Can Read: Free
Date: 10-16-2013
Publisher: Administrator
Summary
To support its contribution to safeguarding financial stability and its financial sector-related work in the context of EU/IMF Financial Assistance Programmes, and looking ahead to the establishment of the Single Supervisory Mechanism (SSM), the ECB has developed a top-down macro stress testing framework that is used regularly for forward-looking bank solvency assessments. This paper comprehensively presents the main features of this framework and illustrates how it can be employed for various policy analysis purposes.
Author(s)
Henry, Jerome Sign in to follow this author
Kok, C_hristoffer Sign in to follow this author
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