Yet another set of models – the macro stress tests – try to measure the resilience of the financial system or its key components to various stress factors by quantifying the link between macroeconomic variables and the health of either individual financial institutions or the financial sector as a whole.
The emerging models vary in statistical techniques used as well as in the type of available information used. They range from general equilibrium to game-theoretic models and can be either comparative static models or dynamic models. Some models attempt to assess systemic risks using credit risk conditions while others rely on data from financial markets.