The Need for "Un-consolidating" Consolidated Banks' Stress Tests /
The recent crisis has spurred the use of stress tests as a (crisis) management and early warning tool. However, a weakness is that they omit potential risks embedded in the banking groups' geographical structures by assuming that capital and liquidity are available wherever they are needed with...
| Autore principale: | |
|---|---|
| Altri autori: | |
| Natura: | Periodico |
| Lingua: | English |
| Pubblicazione: |
Washington, D.C. :
International Monetary Fund,
2012.
|
| Serie: | IMF Working Papers; Working Paper ;
No. 2012/288 |
| Accesso online: | Full text available on IMF |