Faithin Omaha eBook Collection

The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country’s financial system. This pap

The 2008/9 financial crisis highlighted the importance of evaluating vulnerabilities owing to interconnectedness, or Too-Connected-to-Fail risk, among financial

This paper presents a novel approach to investigate and model the network of euro area banks’ large exposures within the global banking system. Drawing on a u

This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps

Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer