Kitamura, Tomiyuki; Kojima, Satoko; Nakamura, Koji; … - Bank of Japan - 2014
evaluate potential risks of financial system. The Bank of Japan has conducted macro stress testing with various scenarios … features of the Bank's macro stress testing are as follows. First, it includes a mechanism reflecting the feedback loop between … Report. This paper explains the framework of macro stress testing reported in the Financial System Report. The framework has …