IMF Publications by Subject
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Macroprudential stress testing:
2018
Title: Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
Series: Working Paper No. 2018/197
Date: September 11, 2018
Subject: Asset and liability management Asset liquidity Banking Countercyclical capital buffers Financial regulation and supervision Financial sector policy and analysis Macroprudential stress testing Stress testing Systemic risk
2015
Title: Designing Effective Macroprudential Stress Tests: Progress So Far and the Way Forward
Series: Working Paper No. 2015/146
Date: June 30, 2015
Subject: Banking Financial sector policy and analysis Financial sector stability Financial statements Macroprudential stress testing Public financial management (PFM) Stress testing Systemic risk
Title: How Did Markets React to Stress Tests?
Series: Working Paper No. 2015/075
Date: April 1, 2015
Subject: Banking Capital adequacy requirements Financial regulation and supervision Financial sector policy and analysis Macroprudential stress testing Stress testing