BIS paper examines macro-prudential models and tools
The Bank for International Settlements published a working paper on May 15, the second paper presenting the findings of its Research Task Force – Transmission Channels (RTF-TC).
The paper reviews the findings of a large international team regarding the effectiveness of various macro-prudential models. The team considers a range of models, discussing the usefulness of more traditional stress testing when compared with dynamic stochastic general equilibrium, and assessing methods of measuring risk
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