G3 - Corporate Finance and Governance - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T16:26:21+00:00Non-Linearities, Model Uncertainty, and Macro Stress Testing
https://www.bankofcanada.ca/2008/09/working-paper-2008-30/
A distinguishing feature of macro stress testing exercises is the use of macroeconomic models in scenario design and implementation. It is widely agreed that scenarios should be based on "rare but plausible" events that have either resulted in vulnerabilities in the past or could do so in the future.2008-09-08T11:38:56+00:00enNon-Linearities, Model Uncertainty, and Macro Stress Testing2008-09-08Financial stabilityWorking Paper 2008-30 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-30.pdfNon-Linearities, Model Uncertainty, and Macro Stress TestingMiroslav MisinaDavid TessierSeptember 2008CC1C15GG2G21G3G33