Revue de Stabilité financière 2012

1. Making macroprudential policy operational

2. L’environnement macroécomique international

3. Les marchés financiers : récentes évolutions et perspectives

4. Le secteur financier : les évolutions récentes

5. Analyses

• Central bank liquidity management: underwriting stability in a challenging environment
• An MVAR framework to capture extreme events in macro-prudential stress tests
• An early-warning and dynamic forecasting framework of default probabilities for the macroprudential policy indicators arsenal
• Comparing the link between macroeconomic conditions and leverage of monetary financial institutions in European countries and Luxembourg

Document complet