Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing'

Elizaveta Danilova, Bank of Russia
Evgeny Rumyantsev, Bank of Russia
Ivan Shevchuk, Bank of Russia

Citation: Danilova E., Rumyantsev E., and Shevchuk I. (2018). Review of the Bank of Russia – IMF workshop ‘Recent Developments in Macroprudential Stress Testing’. Russian Journal of Money and Finance, 77(4), pp. 60–83.
doi: 10.31477/rjmf.201804.60 

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 the studies presented.

Keywords: macroprudential stress testing, systemic risk analysis, Bank of Russia, IMF
JEL Codes: C18, E37, E58, G17, G20

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