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...

詳細記述

書誌詳細
団体著者: International Monetary Fund. Monetary and Capital Markets Department
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2016.
シリーズ:IMF Staff Country Reports; Country Report ; No. 2016/162
オンライン・アクセス:Full text available on IMF