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...
| Tác giả chính: | |
|---|---|
| Định dạng: | Tạp chí |
| Ngôn ngữ: | English |
| Được phát hành: |
Washington, D.C. :
International Monetary Fund,
2008.
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| Loạt: | IMF Working Papers; Working Paper ;
No. 2008/148 |
| Truy cập trực tuyến: | Full text available on IMF |