Bank stress tests of climate change risks are relatively new, but are rapidly proliferating. The IMF and World Bank … building a dynamic stochastic general equilibrium model linked to global climate and a catastrophe risk model specifically for … drawing strong conclusions about the relevance of climate risk, as the model focused only on typhoons’ physical capital …

This paper investigates macroprudential policy effects on bank systemic risk and the role of inflation targeting in … tightening of most macroprudential tools—including DSTI and LTV limits, and capital requirements—reduces bank systemic risk …

This paper explains the treatment of sovereign risk in macroprudential solvency stress testing, based on the … of sovereign risk: scope, loss estimation, shock calibration, and capital impact calculation. Most importantly, a market …-consistent valuation approach lies at the heart of assessing the resilience of the financial sector in a tail risk scenario with sovereign …

We propose a toolkit for the assessment of systemic risk buildup in low income countries. We show that, due to non … preliminary assessment of systemic risk buildup in individual SSA countries …

We present a novel approach that incorporates individual entity stress testing and losses from systemic risk effects … effects of interconnectedness structures that are consistent with markets' perceptions of risk. We then show how SE losses can …

explicitly takes into account the crisis state of the world. This allows us to model the network formation decision as optimising …