European Union : Publication of Financial Sector Assessment Program Documentation-Technical Note on Stress Testing of Banks.

This article summarizes the European Union's stress testing exercises and future priorities. The 2011 solvency stress testing was marked by methodology and data. The exercise forced banks to increase the quality and quantity of capitalization. This test has many controversial issues, but the be...

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Bibliografische gegevens
Coauteur: International Monetary Fund. Monetary and Capital Markets Department
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2013.
Reeks:IMF Staff Country Reports; Country Report ; No. 2013/068
Online toegang:Full text available on IMF
Omschrijving
Samenvatting:This article summarizes the European Union's stress testing exercises and future priorities. The 2011 solvency stress testing was marked by methodology and data. The exercise forced banks to increase the quality and quantity of capitalization. This test has many controversial issues, but the benefits of this bold approach overshadow the risks. Several stress testing exercises have filled the pages of literature; an additional stress test is reviewed here.
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Fysieke beschrijving:1 online resource (32 pages)
Formaat:Mode of access: Internet
ISSN:1934-7685
Toegang:Electronic access restricted to authorized BRAC University faculty, staff and students