[图书][B] Macro-prudential stress test models: A survey

D Aikman, D Beale, A Brinley-Codd, AC Hüser, G Covi… - 2023 - books.google.com
In this paper, we survey the rapidly developing literature on macroprudential stress-testing
models. The scope of the survey includes models of contagion between banks, models of …

[PDF][PDF] Mapping market-based finance in Ireland

S Cima, N Killeen, V Madouros - 2019 - centralbank.ie
Market-based finance has grown rapidly in recent years–both in Ireland and internationally.
This growing form of finance provides a valuable alternative to bank financing, supporting …

[PDF][PDF] Macroprudential Stress-Test Models: A Survey Prepared by David Aikman, Daniel Beale, Adam Brinley-Codd, Giovanni Covi, Anne-Caroline Hüser and

C Lepore - 2023 - elibrary.imf.org
In this paper, we survey the rapidly developing literature on macroprudential stress-testing
models. The scope of the survey includes models of contagion between banks, models of …

Essays on financial stability: old and new risk sources

G Ilaria - 2023 - e-theses.imtlucca.it
European Central Bank (ECB) defines financial stability1 as” a condition in which the
financial system–which comprises financial intermediaries, markets and market …