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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Hardy, Daniel
מחברים אחרים: Schmieder, Christian
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2013.
סדרה:IMF Working Papers; Working Paper ; No. 2013/232
גישה מקוונת:Full text available on IMF