Concepedia

Macroprudential Stress Testing

Macroprudential Stress Testing is a systemic risk assessment framework that evaluates the resilience of an entire financial system to adverse macroeconomic shocks by analyzing the aggregate impact on financial institutions and markets, distinguishing it from institution-level stress testing by its focus on cross-border, cross-sector, and second-round feedback effects.

244

Publications

13.1K

Citations

429

Authors

198

Institutions

Publications per year

2017–2026

77

Parents

Publications

244

Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks

Viral V. Acharya, Robert F. Engle, Matthew Richardson · American Economic Review · 2012 · 1.2K citations

, , +17

A climate stress-test of the financial system

Stefano Battiston, Antoine Mandel, Irene Monasterolo et al. · Nature Climate Change · 2017 · 1K citations

, , +14

A framework for assessing the systemic risk of major financial institutions

Xin Huang, Hao Zhou, Haibin Zhu · Journal of Banking & Finance · 2009 · 655 citations · Full text

, , +17

Stability analysis of financial contagion due to overlapping portfolios

Fabio Caccioli, Munik Shrestha, Cristopher Moore et al. · Journal of Banking & Finance · 2014 · 388 citations

, , +17

Testing macroprudential stress tests: The risk of regulatory risk weights

Viral V. Acharya, Robert F. Engle, Diane Pierret · Journal of Monetary Economics · 2014 · 267 citations

, , +16

1–5 of 244

Authors

429

  1. VV
    Viral V. Acharya

    New York University, United States

    11 publications · 2.1K citations

    11

    h-index

  2. RF
    Robert F. Engle

    New York University, United States

    8 publications · 1.8K citations

    8

    h-index

  3. CS
    Christian Schmieder

    International Monetary Fund, United States

    7 publications · 195 citations

    7

    h-index

  4. MT
    Matthew T. Jones

    Australian National University, Australia

    7 publications · 403 citations

    7

    h-index

  5. BH
    Beverly Hirtle

    Federal Reserve Bank of New York, United States

    7 publications · 485 citations

    7

    h-index

1–5 of 429

Institutions

198

  1. International Monetary Fund

    Washington D.C., United States

    19 h-index

    53 publications

    2K citations

  2. Federal Reserve

    Washington D.C., United States

    13 h-index

    22 publications

    1.6K citations

  3. Federal Reserve Board of Governors

    Washington D.C., United States

    12 h-index

    20 publications

    1.5K citations

  4. Federal Reserve Bank of New York

    New York, United States

    11 h-index

    18 publications

    1.2K citations

  5. New York University

    New York, United States

    11 h-index

    32 publications

    5.1K citations

  6. European Central Bank

    Frankfurt am Main, Germany

    10 h-index

    32 publications

    1K citations

  7. National Bureau of Economic Research

    Cambridge, United States

    10 h-index

    18 publications

    755 citations

  8. Bank for International Settlements

    Basel, Switzerland

    8 h-index

    9 publications

    840 citations

1–8 of 198

Venues

  1. SSRN Electronic Journal

    Repository · 81 publications · 3.4K citations

    31

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 20 publications · 519 citations

    14

    h-index

  3. Journal of Banking & Finance

    11 publications · 1.7K citations

    11

    h-index

  4. IMF Working Paper

    13 publications · 455 citations

    11

    h-index

  5. Journal of Financial Stability

    10 publications · 697 citations

    10

    h-index

1–5