Rules of Thumb for Bank Solvency Stress Testing /

Rules of thumb can be useful in undertaking quick, robust, and readily interpretable bank stress tests. Such rules of thumb are proposed for the behavior of banks' capital ratios and key drivers thereof-primarily credit losses, income, credit growth, and risk weights-in advanced and emerging ec...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Hardy, Daniel
مؤلفون آخرون: Schmieder, Christian
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2013.
سلاسل:IMF Working Papers; Working Paper ; No. 2013/232
الوصول للمادة أونلاين:Full text available on IMF