Footnote:
In: Bank of England Financial Stability Paper No. 42
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 12, 2017 erstellt
Description:
This paper provides a first step in developing a system-wide stress simulation. The model incorporates several important features of the financial system. These include several types of institution (including banks and non-banks) and how their actions may propagate and amplify stress. Rather than attempting to predict outcomes of a given stress scenario for financial sector balance sheets, it seeks to explore those conditions under which systemic stress may crystallise