Stress Tests and Macropru

EEA
Presenter(s) Type Archive date Archive time Length
Christian Friedrich
Jiadong Gu
Jochen Schanz
Nicolas Syrichas
Ivy Sabuga
Contributed
26/08/21
11:00 CEST
120 mins
Presenter(s)
Type
Archive date
26/08/21
Archive time
11:00 CEST
Length
120 mins

Papers

(Listed in order of presenters above)

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

Optimal Stress Tests and Liquidation Cost

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

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

Dynamics of the Output Floor: A Model-Based Assessment