Stress Tests and Macropru

EEA
Presenter(s) Type Length Chair
Christian Friedrich Jiadong Gu Jochen Schanz Nicolas Syrichas Ivy Sabuga Contributed 26/08 09:00 UTC
120
mins
Ivy Sabuga

Papers

(Listed in order of presenters above)

The Countercyclical Capital Buffer and International Bank Lending: Evidence from Canada

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Optimal Stress Tests and Liquidation Cost

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Towards a macroprudential framework for investment funds: swing pricing and investor redemptions

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Stress-Testing Net Trading Income: The Case of European Banks

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Dynamics of the Output Floor: A Model-Based Assessment

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