Russian Federation : Technical Note on Stress Testing of the Banking Sector.

This technical note focuses on the stress testing exercise in 2010 for the financial sector assessment program based on the existing approaches of the Central Bank of Russia, as well as a separate bottom-up exercise. The tests covered broad ranges of risk factors. The single factor tests examined in...

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Dettagli Bibliografici
Ente Autore: International Monetary Fund
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2011.
Serie:IMF Staff Country Reports; Country Report ; No. 2011/334
Accesso online:Full text available on IMF