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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Jobst, Andreas A.
مؤلفون آخرون: Ong, Li, Schmieder, Christian
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2013.
سلاسل:IMF Working Papers; Working Paper ; No. 2013/068
الوصول للمادة أونلاين:Full text available on IMF