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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| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2008.
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| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 2008/148 |
| Online Erişim: | Full text available on IMF |