RICHMOND, Virginia, Jan. 18 (TNSres) -- The Federal Reserve Bank of Richmond issued the following white paper (No. 24-17) in December 2024 by Azamat Abdymomunov, Zheng Duan, Anne Lundgaard Hansen and Ulas Misirli entitled "Designing Market Shock Scenarios."

Here are excerpts:

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We propose an approach for generating financial market scenarios for stress testing financial firms' market risk exposures. This approach can be used by industry p . . .

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