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...

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書目詳細資料
企業作者: International Monetary Fund. Monetary and Capital Markets Department
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2016.
叢編:IMF Staff Country Reports; Country Report ; No. 2016/162
在線閱讀:Full text available on IMF