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...
| Huvudupphovsman: | |
|---|---|
| Övriga upphovsmän: | , |
| Materialtyp: | Tidskrift |
| Språk: | English |
| Publicerad: |
Washington, D.C. :
International Monetary Fund,
2011.
|
| Serie: | IMF Working Papers; Working Paper ;
No. 2011/083 |
| Länkar: | Full text available on IMF |