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Qiaoluan H. Li:

2018

Title: Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses

Author: Alla, Zineddine ; Espinoza, A Raphael ; Li, H. Qiaoluan ; Segoviano, A. Miguel

Series: Working Paper No. 2018/049

Date: March 9, 2018

Subject: Asset and liability management Asset valuation Banking Countercyclical capital buffers Financial contagion Financial regulation and supervision Financial sector policy and analysis Stress testing Systemic risk