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

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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Bibliografiske detaljer
Hovedforfatter:	Chan-Lau, Jorge
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2013.
Serier:	IMF Working Papers; Working Paper ; No. 2013/088
Fag:	United States
Online adgang:	Full text available on IMF

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