A New Heuristic Measure of Fragility and Tail Risks Application to Stress Testing

Author/creator Schmieder, Christian Author
Other author Kinda, Tidiane Author
Other author Taleb, Nassim N. Author
Format Electronic
Publication InfoWashington : International Monetary Fund
Description42 p.
Supplemental ContentFull text available from Ebook Central - Academic Complete

Summary Annotation This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to public debt. Stress testing can be seen as a first order test of the level of potential negative outcomes in response to tail shocks. However, the results of stress testing can be misleading in the presence of model error and the uncertainty attending parameters and their estimation. the heuristic can be seen as a second order stress test to detect nonlinearities in the tails that can lead to fragility, i.e., provide additional information on the robustness of stress tests. It also shows how the measure can be used to assess the robustness of public debt forecasts, an important issue in many countries. the heuristic measure outlined here can be used in a variety of situations to ascertain an ordinal ranking of fragility to tail risks.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
ISBN9781475595659
ISBN1475595654 (E-Book) Active Record
Stock number00013468

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