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...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Jobst, Andreas A.
Kolejni autorzy: Ong, Li, Schmieder, Christian
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2013.
Seria:IMF Working Papers; Working Paper ; No. 2013/068
Dostęp online:Full text available on IMF