Macroprudential Stress Testing of Credit Risk : A Practical Approach for Policy Makers

Drawing on the lessons from the global financial crisis and especially from its impact on the banking systems of Eastern Europe, the paper proposes a new practical approach to macroprudential stress testing. The proposed approach incorporates: (i)...

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Bibliographic Details
Main Authors: Buncic, Daniel, Melecky, Martin
Format: Policy Research Working Paper
Language:English
Published: 2012
Subjects:
NPL
Online Access:http://www-wds.worldbank.org/external/default/main?menuPK=64187510&pagePK=64193027&piPK=64187937&theSitePK=523679&menuPK=64187510&searchMenuPK=64187283&siteName=WDS&entityID=000158349_20120105144231
http://hdl.handle.net/10986/3221