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(Mis)managing Macroprudential Expectations

Author

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  • John H. Morris
  • Hannah Collins

Abstract

Using a range of calculative devices, (Mis)managing Macroprudential Expectations explores the methods used by central banks to predict and govern the tail risks that could impact financial stability. Through an in-depth case study, the book utilises empirically-informed theoretical analysis to capture these low-probability and high-impact events, and offers a novel conceptualisation of the role of risk modelling within the macroprudential policy agenda.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • John H. Morris & Hannah Collins, 2023. "(Mis)managing Macroprudential Expectations," Books, Edward Elgar Publishing, number 20770.
  • Handle: RePEc:elg:eebook:20770
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