20211109_LargeModelST
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Model evolution<br />
Kick-start<br />
Macroprudential<br />
stress test<br />
Impact<br />
assessment of<br />
policies<br />
Pushing-forward<br />
scenario<br />
analysis<br />
Pushing-forward<br />
stance<br />
assessment<br />
(interplay of risks<br />
and policies)<br />
March 2018 November 2018 June 2019 September 2020 Now<br />
The core model version<br />
with the dynamic balance<br />
sheet and real economybanking<br />
sector feedback<br />
loop<br />
Extensions specific to<br />
policy packages, and<br />
improvements in<br />
modelling capital risk<br />
charges, liability side of<br />
bank balance sheets,<br />
stochastic simulations<br />
Exploring further<br />
stochastic simulations and<br />
parameter uncertainty<br />
Macroprudential stress test<br />
2018<br />
Macroprudential stress test<br />
2020<br />
(On-going) macroprudential<br />
stress test 2021<br />
Basel III finalization<br />
Covid-19 mitigation policies<br />
NPL policies<br />
Capital buffer use and<br />
restoration<br />
ECB Financial Stability<br />
Review<br />
Climate stress test<br />
4<br />
www.ecb.europa.eu ©
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