The Global Bank Stress Test /
This paper presents the framework underlying the Global Bank Stress Test (GST) and applies it to recent data and global scenarios to illustrate the usefulness of the framework in assessing the potential impact of global shocks on banks around the world. The results of this latest update of the GST c...
| Autor Principal: | |
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| Outros autores: | , , , |
| Formato: | Revista |
| Idioma: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2022.
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| Series: | Departmental Papers; Departmental Paper
;No 2022/009 |
| Subjects: | |
| Acceso en liña: | Full text available on IMF |
| Summary: | This paper presents the framework underlying the Global Bank Stress Test (GST) and applies it to recent data and global scenarios to illustrate the usefulness of the framework in assessing the potential impact of global shocks on banks around the world. The results of this latest update of the GST continue to point to relatively lower levels of resilience of banks in emerging market economies (EMs) than in advanced economies (AEs). |
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| descrición da copia: | <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required |
| Descrición Física: | 1 online resource (40 pages) |
| Formato: | Mode of access: Internet |
| ISSN: | 2616-5333 |
| Acceso: | Electronic access restricted to authorized BRAC University faculty, staff and students |