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|c 5.00 USD
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|z 9781455213733
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|a 1934-7685
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|a BD-DhAAL
|c BD-DhAAL
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|a International Monetary Fund.
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|a Guernsey :
|b Financial Sector Assessment Program Update-Technical Note on Stress Testing; Banking and Insurance.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2011.
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|a 1 online resource (36 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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|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 Stress testing (ST) was undertaken as part of the Guernsey Financial sector assessment Program (FSAP) Update in order to assess the resilience of the Guernsey financial system to a variety of potential strains. The approach taken was a simulation of the effect of a potential double-dip recession on solvency of Guernsey banks and insurance companies. The STs assess the sensitivity of banks and insurance companies to single-factor shocks to risk types affecting solvency and liquidity position of institutions. The mission recommends that future STs should be risk-based and that macroprudential analysis should be run on a regular basis.
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|a Mode of access: Internet
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|a IMF Staff Country Reports; Country Report ;
|v No. 2011/004
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/002/2011/004/002.2011.issue-004-en.xml
|z IMF e-Library
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