Template-type: ReDIF-Article 1.0
Author-Name: Elizaveta Danilova
Author-Email: danilovaeo@cbr.ru
Author-Workplace-Name: Bank of Russia
Author-Name: Evgeny Rumyantsev 
Author-Email: rumyancevel@cbr.ru
Author-Workplace-Name: Bank of Russia
Author-Name: Ivan Shevchuk
Author-Email: shevchukiv@cbr.ru
Author-Workplace-Name: Bank of Russia
Title: Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing'
Abstract: In September, the Bank of Russia held a joint workshop with the International Monetary Fund in Moscow on macroprudential stress testing. IMF experts, members of the research community, staff members of central banks, and regulators from 16 countries shared their approaches to and methodologies of macroprudential stress testing and systemic risk analysis. This publication provides a brief review of the workshop and the key findings of studies presented.
Classification-JEL: C18, E37, E58, G17, G20
Keywords: macroprudential stress testing, systemic risk analysis, Bank of Russia, IMF
Journal: Russian Journal of Money and Finance
Pages: 60-83
Volume: 77
Issue: 4
Year: 2018
Month: December
DOI: 10.31477/rjmf.201804.60
File-URL: https://rjmf.econs.online/upload/iblock/b1d/RJMF_77-04_ENG_Danilova.pdf
Handle: RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83