See C. Gauthier and M. Souissi, “Understanding Systemic Risk in the Banking Sector: A MacroFinancial Risk Assessment Framework,” Bank of Canada Review (Spring 2012): 29–38. 7  See A. Haldane, “Tails of the Unexpected,” speech to the University of Edinburgh Business School, 8 June 2012).
8  See C. Borio and M. Drehmann, “Assessing the Risk of Banking Crises - Revisited,” BIS Quarterly Review (March 2009): 29–46. Also see A. Foglia, “Stress Testing Credit Risk: A Survey of Authorities’ Approaches,” International Journal of Central Banking 5, no. 3 (2009): 9–45.