An intervention at LSE, London, October 2015, where I laid out my views on Macroprudential Stress Testing, a concept of encompassing banks stress tests with dynamic balance-sheets and feedback interaction with the macroeconomy. This concept was later implemented at the ECB in a modular framework called STAMP€ (see https://www.ecb.europa.eu/pub/conferences/shared/pdf/20170511_2nd_mp_policy/DeesHenryMartin-Stampe-Stress-Test_Analytics_for_Macroprudential_Purposes_in_the_euro_area.en.pdf ) . This macroprudential stress testing framework has been used for regular top-down stress testing exercises.