Next Generation Balance Sheet Stress Testing /

This paper presents a "second-generation" solvency stress testing framework extending applied stress testing work centered on Cihak (2007). The framework seeks enriching stress tests in terms of risk-sensitivity, while keeping them flexible, transparent, and user-friendly. The main contrib...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Schmieder, Christian
Kolejni autorzy: Hasan, Maher, Puhr, Claus
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2011.
Seria:IMF Working Papers; Working Paper ; No. 2011/083
Dostęp online:Full text available on IMF
Opis
Streszczenie:This paper presents a "second-generation" solvency stress testing framework extending applied stress testing work centered on Cihak (2007). The framework seeks enriching stress tests in terms of risk-sensitivity, while keeping them flexible, transparent, and user-friendly. The main contributions include (a) increasing the risk-sensitivity of stress testing by capturing changes in risk-weighted assets (RWAs) under stress, including for non-internal ratings based (IRB) banks (through a quasi-IRB approach); (b) providing stress testers with a comprehensive platform to use satellite models, and to define various assumptions and scenarios; (c) allowing stress testers to run multi-year scenarios (up to five years) for hundreds of banks, depending on the availability of data. The framework uses balance sheet data and is Excel-based with detailed guidance and documentation.
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Opis fizyczny:1 online resource (42 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Ograniczenie dostępu:Electronic access restricted to authorized BRAC University faculty, staff and students