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David Aikman

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

King’s College London

SCHOLARLY PAPERS

7

DOWNLOADS

859

TOTAL CITATIONS

4

Scholarly Papers (7)

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1.

Macroprudential stress‑test models: a survey

Bank of England Working Paper No. 1037
Number of pages: 50 Posted: 29 Sep 2023
David Aikman, Daniel Beale, Adam Brinley Codd, Giovanni Covi, Anne-Caroline Hüser and Caterina Lepore
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 211 (362,957)

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Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, sectoral interlinkages, macroprudential policy

2.

The Scarring Effects of Deep Contractions

Bank of Finland Research Discussion Paper No. 12/2022
Number of pages: 45 Posted: 11 Nov 2022
David Aikman, Mathias Drehmann, Mikael Juselius and Xiaochuan Xing
Bank of England, Bank for International Settlements (BIS), Bank of Finland and Yale University
Downloads 190 (399,431)

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hysteresis, nonlinearity, financial crises, monetary policy, oil shocks

3.

A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk

Bank of England Working Paper No. 931
Number of pages: 39 Posted: 22 Jul 2021
David Aikman, Kristina Bluwstein and Sudipto Karmakar
Bank of England, Bank of England and Bank of England
Downloads 164 (464,454)
Citation 4

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Financial crises, bank capital, debt deleveraging, macroprudential policy, effective lower bound, GDP-at-Risk

4.

Stress Testing with Multiple Scenarios: A Tale on Tails and Reverse Stress Scenarios

ECB Working Paper No. 2024/2941
Number of pages: 54 Posted: 20 May 2024
David Aikman, Romain Angotti and Katarzyna Barbara Budnik
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 128 (569,079)

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banking sector risks, financial stability, macroprudential stress test, multiple scenarios, reverse stress testing, systemic risks

5.

Stress Testing with Multiple Scenarios: A Tale on Tails and Reverse Stress Scenarios

Number of pages: 46 Posted: 29 Apr 2024
Katarzyna Barbara Budnik, David Aikman and Romain Angotti
European Central Bank (ECB), Bank of England and European Central Bank (ECB)
Downloads 103 (679,608)

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macroprudential stress test, multiple scenarios, reverse stress testing, financial stability, banking sector risks, systemic risks

6.

Stress Testing with Multiple Scenarios: A Tale on Tails and Reverse Stress Scenarios

Number of pages: 42 Posted: 13 Mar 2026
David Aikman, Katarzyna Barbara Budnik and Romain Angotti
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 44 (1,170,409)

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macroprudential stress test, multiple scenarios, reverse stress testing, financial stability, banking sector risks, systemic risks

7.

Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios

Number of pages: 42 Posted: 08 May 2026
Katarzyna Barbara Budnik, Romain Angotti and David Aikman
European Central Bank (ECB), European Central Bank (ECB) and Bank of England
Downloads 19 (1,500,778)

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macroprudential stress test, multiple scenarios, reverse stress testing, financial stability, banking sector risks, systemic risks