Għażliet tat-Tfixxija
Paġna ewlenija Midja Spjegazzjonijiet Riċerka u Pubblikazzjonijiet Statistika Politika Monetarja L-€uro Ħlasijiet u Swieq Karrieri
Suġġerimenti
Issortja skont
Mhux disponibbli bil-Malti

Aljosa Ortl

15 May 2024
OCCASIONAL PAPER SERIES - No. 348
Details
Abstract
This paper provides an overview of stress-testing methodologies in Europe, with a focus on the advancements made by the European Central Bank’s Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST played a pivotal role in refining stress-testing practices, promoting collaboration among central banks and supervisory authorities and addressing challenges in the evolving financial landscape. The paper discusses the development and application of various stress-testing models, including top-down models, macro-micro models and system-wide models. It highlights the integration of new datasets and model validation efforts as well as the expanded use of stress-testing methodologies in risk and policy evaluation and in communication. The collaborative efforts of the WGST have demystified stress-testing methodologies and fostered trust among stakeholders. The paper concludes by outlining the future agenda for continued improvements in stress-testing practices.
JEL Code
G21 : Financial Economics→Financial Institutions and Services→Banks, Depository Institutions, Micro Finance Institutions, Mortgages
G28 : Financial Economics→Financial Institutions and Services→Government Policy and Regulation
C58 : Mathematical and Quantitative Methods→Econometric Modeling→Financial Econometrics
G01 : Financial Economics→General→Financial Crises
G18 : Financial Economics→General Financial Markets→Government Policy and Regulation

Is-sit web tagħna juża cookies

Aħna nużaw cookies funzjonali biex naħżnu l-preferenzi tal-utent; cookies analitiċi biex intejbu l-prestazzjoni tas-sit web; cookies ta’ partijiet terzi stabbiliti minn servizzi ta' partijiet terzi integrati fil-websajt.

Għandek l-għażla li taċċettahom jew li tirrifjutahom. Għal aktar informazzjoni jew biex tirrevedi l-preferenza tiegħek fuq il-cookies u l-logs tas-server li nużaw, nistednuk biex:

Taqra l-istqarrija ta’ privatezza tagħna

Issir taf aktar dwar kif nużaw il-cookies