Journal of Financial Stability Vol. 52 2021
Network models and stress testing for financial stability: The conference
Abstract
In this short paper we briefly introduce some of the works presented during the conference “Network models and stress testing for financial stability” which was held in Mexico City hosted by Banco de Mexico on September 26-27, 2017. The papers ranged from new applications of network models for financial stability analysis to stress testing at central banks and common assets contagion. The novelty and originality of most of the works make this special issue a good read for the specialists in the Financial Stability field, including academics as well as practitioners and obviously financial authorities. We hope that you find this short introduction to the special issue and the special issue itself, interesting and useful for your everyday work.
- DOI
- 10.1016/j.jfs.2020.100812
- Volume
- 52
- Pages
- 100812
- Language
- en
- Sources
- semanticscholar bibtex:phds-export.bib openalex crossref