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

Elizaveta Danilova (), Evgeny Rumyantsev () and Ivan Shevchuk ()
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Elizaveta Danilova: Bank of Russia
Evgeny Rumyantsev: Bank of Russia
Ivan Shevchuk: Bank of Russia

Russian Journal of Money and Finance, 2018, vol. 77, issue 4, 60-83

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.

Keywords: macroprudential stress testing; systemic risk analysis; Bank of Russia; IMF (search for similar items in EconPapers)
JEL-codes: C18 E37 E58 G17 G20 (search for similar items in EconPapers)
Date: 2018
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DOI: 10.31477/rjmf.201804.60

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Handle: RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83