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...
| Главный автор: | |
|---|---|
| Другие авторы: | , |
| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2013.
|
| Серии: | IMF Working Papers; Working Paper ;
No. 2013/068 |
| Online-ссылка: | Full text available on IMF |