Market-Based Structural Top-Down Stress Tests of the Banking System /

Despite increased need for top-down stress tests of financial institutions, performing them is challenging owing to the absence of granular information on banks' trading and loan portfolios. To deal with these data shortcomings, this paper presents a market-based structural top-down stress test...

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Detalles Bibliográficos
Autor principal: Chan-Lau, Jorge
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2013.
Colección:IMF Working Papers; Working Paper ; No. 2013/088
Materias:
Acceso en línea:Full text available on IMF