Stressing to Breaking Point : Interpreting Stress Test Results /

This paper illustrates how stress tests of banking systems may be designed to evaluate banks' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolvent. This approach offers useful insight and guidance for regulatory policy and in...

Cijeli opis

Bibliografski detalji
Glavni autor: Worrell, Rupert
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2008.
Serija:IMF Working Papers; Working Paper ; No. 2008/148
Online pristup:Full text available on IMF
LEADER 01544cas a2200241 a 4500
001 AALejournalIMF005144
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781451870060 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Worrell, Rupert. 
245 1 0 |a Stressing to Breaking Point :   |b Interpreting Stress Test Results /  |c Rupert Worrell. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2008. 
300 |a 1 online resource (18 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper illustrates how stress tests of banking systems may be designed to evaluate banks' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolvent. This approach offers useful insight and guidance for regulatory policy and intervention, using existing methodology and data. The illustrations presented in this paper are a small sample of the wide variety of shocks, scenarios, and assumptions to which this approach may be applied. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2008/148 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2008/148/001.2008.issue-148-en.xml  |z IMF e-Library