United Kingdom : Financial Sector Assessment Program-The Bank of England's Stress Testing Framework-Technical Note.

This paper discusses the Bank of England's (BoE's) stress testing program, including both the concurrent stress test and the stress testing done by the banks through the Internal Capital Adequacy Assessment Process, though with a clear focus on the former. The stress test is meant to gener...

Szczegółowa specyfikacja

Opis bibliograficzny
Korporacja: International Monetary Fund. Monetary and Capital Markets Department
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2016.
Seria:IMF Staff Country Reports; Country Report ; No. 2016/162
Dostęp online:Full text available on IMF
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245 1 0 |a United Kingdom :   |b Financial Sector Assessment Program-The Bank of England's Stress Testing Framework-Technical Note. 
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490 1 |a IMF Staff Country Reports 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
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520 3 |a This paper discusses the Bank of England's (BoE's) stress testing program, including both the concurrent stress test and the stress testing done by the banks through the Internal Capital Adequacy Assessment Process, though with a clear focus on the former. The stress test is meant to generate information on potential vulnerabilities of the system to emerging and growing risks, both financial and in the real economy. The main purpose of the stress testing framework is to provide a forward-looking, quantitative assessment of capital adequacy of the U.K. banking system as a whole, and individual institutions within it. The stress-testing program is evaluated along five dimensions: scope of coverage, scenario design, analytical infrastructure, disclosure, and governance. 
538 |a Mode of access: Internet 
830 0 |a IMF Staff Country Reports; Country Report ;  |v No. 2016/162 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/002/2016/162/002.2016.issue-162-en.xml  |z IMF e-Library