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...
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| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2008.
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| シリーズ: | IMF Working Papers; Working Paper ;
No. 2008/148 |
| オンライン･アクセス: | Full text available on IMF |