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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Worrell, Rupert
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2008.
Sraith:IMF Working Papers; Working Paper ; No. 2008/148
Rochtain ar líne:Full text available on IMF