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...

Mô tả đầy đủ

Chi tiết về thư mục
Tác giả chính: Jobst, Andreas A.
Tác giả khác: Ong, Li, Schmieder, Christian
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2013.
Loạt:IMF Working Papers; Working Paper ; No. 2013/068
Truy cập trực tuyến:Full text available on IMF