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Dr Evarist Stoja collaborates on Stress Test Scenario publication

10 December 2015

Dr Stoja collaborates with colleagues in the Bank of England on how banks fair in stressful macroeconomic conditions.

During his tenure as a Houblon-Norman Fellow at the Bank of England, Dr Evarist Stoja worked closely with researchers and policymakers on several areas of financial risk including banking crises.

One of his research projects with colleagues from the Stress Testing Strategy Division of the Bank of England highlights the importance of the Stress Test Scenario publication – overlooked in the literature until now. They argue that the Stress Test scenario provides vital information to investors when examining the health of systemically-important banks. Given the scenario, the investors may be able to anticipate the results of the stress tests. The research is published as a Bank Underground article.

Further information

Dr Stoja used this fellowship to carry out research on ‘The Co-Dynamics of Extreme Events’. He was at the Bank of England for six months, beginning January 2015.

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