A Framework for Macroprudential Bank Solvency Stress Testing : Application to S-25 and Other G-20 Country FSAPs /
The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risks and vulnerabilities. Since then, IMF staff has developed more robust stress testing...
| Autor principal: | Jobst, Andreas A. |
|---|---|
| Outros Autores: | Ong, Li, Schmieder, Christian |
| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2013.
|
| Colecção: | IMF Working Papers; Working Paper ;
No. 2013/068 |
| Acesso em linha: | Full text available on IMF |
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