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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Detalles Bibliográficos
Autor principal: Schmieder, Christian
Otros Autores: Hasan, Maher, Puhr, Claus
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2011.
Colección:IMF Working Papers; Working Paper ; No. 2011/083
Acceso en línea:Full text available on IMF