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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Библиографические подробности
Главный автор: Hardy, Daniel
Другие авторы: Schmieder, Christian
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2013.
Серии:IMF Working Papers; Working Paper ; No. 2013/232
Online-ссылка:Full text available on IMF