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Author:Schwindt, Daniel 

Discussion Paper
Measuring the Severity of Stress-Test Scenarios
Schwindt, Daniel; Edge, Rochelle M.; Durdu, Ceyhun Bora (2017-05-05)
This note presents a simple methodology for measuring the severity of stress-test scenarios, which relies on a comparison of scenario developments with historically stressful episodes--specifically, recessions and house-price retrenchments.
FEDS Notes , Paper 2017-05-05

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