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...

Полное описание

Библиографические подробности
Соавтор: International Monetary Fund. Monetary and Capital Markets Department
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2016.
Серии:IMF Staff Country Reports; Country Report ; No. 2016/162
Online-ссылка:Full text available on IMF