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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Detalhes bibliográficos
Autor principal: Hardy, Daniel
Outros Autores: Schmieder, Christian
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2013.
Colecção:IMF Working Papers; Working Paper ; No. 2013/232
Acesso em linha:Full text available on IMF