https://www.imf.org/en/publications/wp/issues/2016/12/31/how-to-capture-macro-financial-spillover-effects-in-stress-tests-41644
How to Capture Macro-Financial Spillover Effects in Stress Tests?
One of the challenges of financial stability analysis and bank stress testing is how to establish scenarios with meaningful macro-financial linkages, i.e.,...
how tofinancial spillovercapturemacroeffects