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, Stress Testing Network (STN). In this model, 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.