Macroprudential stress-testing practices of central banks in Central and Southeastern Europe: comparison and challenges ahead

DSpace/Manakin Repository

aaK citaci nebo jako odkaz na tento záznam použijte identifikátor: http://hdl.handle.net/10084/95653

Show simple item record


dc.contributor.author Melecký, Martin
dc.contributor.author Podpiera, Anca Maria
dc.date.accessioned 2012-10-31T12:58:43Z
dc.date.available 2012-10-31T12:58:43Z
dc.date.issued 2012
dc.identifier.citation Emerging markets finance and trade. 2012, vol. 48, issue 4, p. 118-143. cs
dc.identifier.issn 1540-496X
dc.identifier.uri http://hdl.handle.net/10084/95653
dc.description.abstract This paper reviews and compares stress-testing practices of central banks in Central and Southeastern Europe (CSEECBs) and outlines challenges in the area of stress testing going forward. The authors, focusing their comparison on CSEECBs, construct the baseline and stress scenarios, map macroeconomic scenarios and microeconomic factors to risk factors, calculate risk exposures to different risk indicators, and estimate outcome indicators to inform macroprudential policy. The main challenges going forward concern data reliability, consideration of quantitative microprudential indicators, incorporation of feedback effects in stress tests, institutionalization of macroprudential policy responses to alarming stress-test results, and information exchange for better cross-border supervision. cs
dc.language.iso en cs
dc.publisher Sharpe cs
dc.relation.ispartofseries Emerging markets finance and trade cs
dc.relation.uri http://dx.doi.org/10.2753/REE1540-496X480407 cs
dc.subject central banks cs
dc.subject Central and Southeastern Europe cs
dc.subject financial stability cs
dc.subject macroprudential stress tests cs
dc.subject prudential supervision cs
dc.title Macroprudential stress-testing practices of central banks in Central and Southeastern Europe: comparison and challenges ahead cs
dc.type article cs
dc.identifier.location Není ve fondu ÚK cs
dc.identifier.doi 10.2753/REE1540-496X480407
dc.type.status Peer-reviewed cs
dc.description.source Web of Science cs
dc.description.volume 48 cs
dc.description.issue 4 cs
dc.description.lastpage 143 cs
dc.description.firstpage 118 cs
dc.identifier.wos 000309271700008

Files in this item

Files Size Format View

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record

Search DSpace


Advanced Search

Navigation

Browse

My Account

Statistics