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01727cas a2200241 a 4500 |
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AALejournalIMF006646 |
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230101c9999 xx r poo 0 0eng d |
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|c 5.00 USD
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|z 9781455206735
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|a 1934-7685
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| 040 |
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|a BD-DhAAL
|c BD-DhAAL
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|a International Monetary Fund.
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| 245 |
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|a United States :
|b Publication of Financial Sector Assessment Program Documentation; Technical Note on Stress Testing.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2010.
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|a 1 online resource (115 pages)
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|a IMF Staff Country Reports
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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| 500 |
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a The stress testing analysis in the United States was based on publicly available information and on models that are subject to a considerable degree of uncertainty. The stress tests illustrate important vulnerabilities in the banking sector. It highlights the importance of macrofinancial linkages, and dependencies among the largest institutions. The results illustrate the high sensitivity of Bank Holding Company's asset quality and capital positions. Market liquidity risks appear to have declined, although financial firms remain vulnerable to funding rollover risk. The life insurance sector is relatively resilient.
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|a Mode of access: Internet
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|a IMF Staff Country Reports; Country Report ;
|v No. 2010/244
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/002/2010/244/002.2010.issue-244-en.xml
|z IMF e-Library
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