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...
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| Weitere Verfasser: | , |
| Format: | Zeitschrift |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C. :
International Monetary Fund,
2011.
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| Schriftenreihe: | IMF Working Papers; Working Paper ;
No. 2011/083 |
| Online Zugang: | Full text available on IMF |