Stress Testing and Macroprudential Regulation: A Transatlantic Assessment

Ron Anderson 09 May 2016

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Table of Contents

Foreword

1 Stress testing and macroprudential regulation: A transatlantic assessment
Ronald W. Anderson

2 Recent experience with supervisory stress testing in the United States 
Rochelle Edge and Andreas Lehnert

3 The role of stress testing in supervision and macroprudential policy
Vítor Constâncio

4 The Bank of England’s approach to stress testing the UK banking system
Alex Brazier

5 Do stress tests pass the test?
Thomas F. Huertas

6 Stress testing over the financial cycle: General approach, challenges and complements
Philipp Hartmann

7 Making sense of the comprehensive assessment
Viral V. Acharya and Sascha Steffen

8 Stress testing in wartime and in peacetime
Til Schuermann

9 In praise of stress tests
Charles A. E. Goodhart

10 Stress testing as a policy instrument: Some thoughts
Udaibir S. Das

Professor of Finance, London School of Economics

Events

  • 17 - 18 August 2019 / Peking University, Beijing / Chinese University of Hong Kong – Tsinghua University Joint Research Center for Chinese Economy, the Institute for Emerging Market Studies at Hong Kong University of Science and Technology, the Guanghua School of Management at Peking University, the Stanford Center on Global Poverty and Development at Stanford University, the School of Economics and Management at Tsinghua University, BREAD, NBER and CEPR
  • 19 - 20 August 2019 / Vienna, Palais Coburg / WU Research Institute for Capital Markets (ISK)
  • 29 - 30 August 2019 / Galatina, Italy /
  • 4 - 5 September 2019 / Roma Eventi, Congress Center, Pontificia Università Gregoriana Piazza della Pilotta, 4, Rome, Italy / European Center of Sustainable Development , CIT University
  • 9 - 14 September 2019 / Guildford, Surrey, UK / The University of Surrey

CEPR Policy Research