Sovereign Risk in Macroprudential Solvency Stress Testing /
This paper explains the treatment of sovereign risk in macroprudential solvency stress testing, based on the experiences in the Financial Sector Assessment Program (FSAP). We discuss four essential steps in assessing the system-wide impact of sovereign risk: scope, loss estimation, shock calibration...
| मुख्य लेखक: | |
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| अन्य लेखक: | |
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2019.
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| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2019/266 |
| ऑनलाइन पहुंच: | Full text available on IMF |