20 janv. 2023Macroprudential policies and climate risks"Insights from scenario analysis may help inform the use of ‘hard’ macroprudential tools to foster the robustness and resilience of the...
8 nov. 2022Stressing Dynamic Loss Models"... we propose a reverse stress testing framework for dynamic models. Specifically, we consider a compound Poisson process over a finite...
15 sept. 2022Catastrophic Uncertainty and Regulatory Impact Analysis"Cost-benefit analysis embodies techniques for the analysis of possible harmful outcomes when the probability of those outcomes can be...