We demonstrate how computer-based simulations could support cyber stress testing exercises through a three-step framework. First, cyber-attack scenarios are designed to target the systemic nodes of a ...
Replicate real-world operating conditions to determine how much margin there is and what happens when operating conditions ...
In this paper, we survey the rapidly developing literature on macroprudential stress-testing models. The scope of the survey includes models of contagion between banks, models of contagion within the ...
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