The International Monetary Fund hosted the IMF/LSE Symposium: Macroprudential Stress Test and Policies: A Framework in Washington D.C. on December 15-16, 2016.
Stress testing has become firmly embedded in the postcrisis macroprudential agenda of major financial centers around the world.
The aim of this project is threefold:
(i) present state-of-the-art macroprudential stress test methodologies discussing modeling and implementation challenges;
(ii) provide a roadmap for future research and practical implementations in stress testing and;
(iii) guide authorities on the use of MaPSTs to support macroprudential tool calibration and policies.
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