Euro Area Policies : Financial Sector Assessment Program-Technical Note-Stress Testing the Banking Sector.
The FSAP team undertook a thorough top-down stress testing analysis using end-2017 data. This note covers the methodology and results of the scenario-based solvency tests, the single factor sensitivity tests, and the liquidity tests. The stress test exercise was carried out on a sample of major euro...
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| Formaat: | Tijdschrift |
| Taal: | English |
| Gepubliceerd in: |
Washington, D.C. :
International Monetary Fund,
2018.
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| Reeks: | IMF Staff Country Reports; Country Report ;
No. 2018/228 |
| Online toegang: | Full text available on IMF |