RAMSI: a top-down stress-testing model developed at the Bank of England

Quarterly Bulletin 2012 Q3
Published on 13 September 2012

By Oliver Burrows, David Learmonth, Jack McKeown and Richard Williams of the bank's Risk Assessment Division.

Top-down stress testing is one way of assessing the resilience of the financial system to the risks it might face now or in the future. The Risk Assessment Model of Systemic Institutions (RAMSI) developed at the Bank of England is an example of a top-down stress-testing model and is part of the Bank’s risk assessment toolkit. This article offers an overview of RAMSI and illustrates its use in the stress tests carried out during the IMF’s 2011 UK Financial Stability Assessment Program.

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