Before revision:  In this paper, we propose a graphical model for to infer the causal structure that links the multiple macroeconomic variables and the assessed risk parameters,  Stress Testing Network , in which the relationships between the macroeconomic variables and the risk parameter define a "relational graph" among their time-series, where related time-series are connected by an edge.
After revision:  In this paper, we propose a graphical model for to infer the causal structure that links the multiple macroeconomic variables and the assessed risk parameters, it is this structure that we call Stress Testing Network , in which the relationships between the macroeconomic variables and the risk parameter define a "relational graph" among their time-series, where related time-series are connected by an edge.