• Media type: E-Book
  • Title: Simulating Stress Across the Financial System : The Resilience of Corporate Bond Markets and the Role of Investment Funds
  • Contributor: Baranova, Yuliya [Author]; Coen, Jamie [Other]; Noss, Joseph [Other]; Lowe, Pippa [Other]
  • Published: [S.l.]: SSRN, [2018]
  • Extent: 1 Online-Ressource (27 p)
  • Language: English
  • Origination:
  • 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
  • Access State: Open Access