Generated on 2014/06/19 at 04:57:47 AM

Approach Item: Assess Linkages between Economic and Financial Stress

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Description (HTML)	Assess linkages between economic stress and financial stress. This macroeconomic approach uses stress tests, scenario analysis, and statistical models to identify the vulnerability of the financial system to shocks. Such models can be valuable, although because they are based on historical experience, they do not always handle rare, out-of-sample extreme events well
Source Description	OFR 2013 Annual Report
Source URL	http://www.treasury.gov/initiatives/ofr/about/Documents/OFR_AnnualReport2013_FINAL_12-17-2013_Accessible.pdf
Document	No document attached...
Item Quality Status (Item Quality Status)	Incomplete
Updated by	webea.09
Updated on	2014-04-11 16:35:33
included in	Approach Monitoring Tools, Financial Stability
includes	Method Measure Financial Institutions Debt/Obligations Measure Household Ability to Service Debt Measure Inflation Uncertainty Measure Market Volatility Measure Sovereign Risk
involved by	Risk Macroeconomic Risk