Обзор совместного семинара Банка России и МВФ «Последние новации в макропруденциальном стресс-тестировании»

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.