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Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks

Author/Editor: Ron Anderson, Jon Danielsson, Chikako Baba, Udaibir S Das, Heedon Kang, Miguel A Segoviano Basurto.

Release Date:September, 2018

Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer quantitative, forward-looking more...



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