Verfügbarkeit: How to Capture Macro-Financial Spillover Effects in Stress Tests?

How to Capture Macro-Financial Spillover Effects in Stress Tests?:

One of the challenges of financial stability analysis and bank stress testing is how to establish scenarios with meaningful macro-financial linkages, i.e., taking into account spillover effects and other forms of contagion. We come up with an approach to simulate the potential impact of spillover ef...

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1. Verfasser:	Hesse, Heiko (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2014
Schriftenreihe:	IMF Working Papers Working Paper No. 14/103
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	One of the challenges of financial stability analysis and bank stress testing is how to establish scenarios with meaningful macro-financial linkages, i.e., taking into account spillover effects and other forms of contagion. We come up with an approach to simulate the potential impact of spillover effects based on the "traditional" design of macro-economic stress tests. Specifically, we examine spillover effects observed during the financial crisis and simulate their impact on banks' liquidity and capital positions. The outcome suggests that spillover effects have a highly non-linear impact on bank soundness, both in terms of liquidity and solvency
Beschreibung:	1 Online-Ressource (34 p)
ISBN:	1498379087 9781498379083

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spelling	Hesse, Heiko Verfasser aut How to Capture Macro-Financial Spillover Effects in Stress Tests? Hesse, Heiko Washington, D.C International Monetary Fund 2014 1 Online-Ressource (34 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 14/103 One of the challenges of financial stability analysis and bank stress testing is how to establish scenarios with meaningful macro-financial linkages, i.e., taking into account spillover effects and other forms of contagion. We come up with an approach to simulate the potential impact of spillover effects based on the "traditional" design of macro-economic stress tests. Specifically, we examine spillover effects observed during the financial crisis and simulate their impact on banks' liquidity and capital positions. The outcome suggests that spillover effects have a highly non-linear impact on bank soundness, both in terms of liquidity and solvency Online-Ausg Salman, Ferhan Sonstige oth Schmieder, Christian Sonstige oth http://elibrary.imf.org/view/IMF001/21409-9781498379083/21409-9781498379083/21409-9781498379083.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Hesse, Heiko How to Capture Macro-Financial Spillover Effects in Stress Tests?
title	How to Capture Macro-Financial Spillover Effects in Stress Tests?
title_auth	How to Capture Macro-Financial Spillover Effects in Stress Tests?
title_exact_search	How to Capture Macro-Financial Spillover Effects in Stress Tests?
title_exact_search_txtP	How to Capture Macro-Financial Spillover Effects in Stress Tests?
title_full	How to Capture Macro-Financial Spillover Effects in Stress Tests? Hesse, Heiko
title_fullStr	How to Capture Macro-Financial Spillover Effects in Stress Tests? Hesse, Heiko
title_full_unstemmed	How to Capture Macro-Financial Spillover Effects in Stress Tests? Hesse, Heiko
title_short	How to Capture Macro-Financial Spillover Effects in Stress Tests?
title_sort	how to capture macro financial spillover effects in stress tests
url	http://elibrary.imf.org/view/IMF001/21409-9781498379083/21409-9781498379083/21409-9781498379083.xml
work_keys_str_mv	AT hesseheiko howtocapturemacrofinancialspillovereffectsinstresstests AT salmanferhan howtocapturemacrofinancialspillovereffectsinstresstests AT schmiederchristian howtocapturemacrofinancialspillovereffectsinstresstests

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