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...

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Xehetasun bibliografikoak
Egile nagusia: Jobst, Andreas A.
Beste egile batzuk: Ong, Li, Schmieder, Christian
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2013.
Saila:IMF Working Papers; Working Paper ; No. 2013/068
Sarrera elektronikoa:Full text available on IMF