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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Detalhes bibliográficos
Autor Corporativo: International Monetary Fund
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2011.
Colecção:IMF Staff Country Reports; Country Report ; No. 2011/334
Acesso em linha:Full text available on IMF