Macro Stress Tests and Crises: What Can We Learn?

By Rodrigo Alfaro, Mathias Drehmann. 2012

114 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/49599348479860fb9970d53731ee96d84de6cdd0

Citations in the corpus

• Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights (2014, unknown): “1Other surveys on macroprudential stress tests include Alfaro and Drehmann (2009); Borio et al. (2012); Greenlaw et al. (2012); Hirtle et al.”
• Stress scenario selection by empirical likelihood (2015, unknown): “Recent work on stress testing methodology includes Alfaro and Drehmann (2009), Breuer et al. (2009), Financial Services Authority (2009), Flood and Korenko (2012), Kopeliovich et al.”
• Working Paper # 0001 January 5 , 2012 A Survey of Systemic Risk Analytics (2012, unknown): “A straightforward example is Alfaro and Drehmann (2009), who consider the behavior of GDP around 43 post-1974 crises identified by the Reinhart and Rogoff (2009) methodology.”