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...

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Bibliografski detalji
Glavni autor: Hardy, Daniel
Daljnji autori: Schmieder, Christian
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2013.
Serija:IMF Working Papers; Working Paper ; No. 2013/232
Online pristup:Full text available on IMF