A framework for macroprudential bank solvency stress testing: application to S-25 and other G-20 country FSAPs
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, D.C.]
International Monetary Fund
2013
|
| Series: | IMF working paper
WP/13/68 |
| Subjects: | |
| Online Access: | FLA01 |
| Item Description: | Title from PDF title page (IMF Web site, viewed Mar. 20, 2013). - "Monetary and Capital Markets Department"--Page 2 of pdf. - "March 2013"--Page 2 of pdf |
| Physical Description: | 1 online resource (55 pages) color illustrations |
| ISBN: | 9781475569513 1475569513 |
Staff View
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| 245 | 1 | 0 | |a A framework for macroprudential bank solvency stress testing |b application to S-25 and other G-20 country FSAPs |c Andreas A. Jobst, Li Lian Ong and Christian Schmieder |
| 264 | 1 | |a [Washington, D.C.] |b International Monetary Fund |c 2013 | |
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| 505 | 8 | |a "The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risks and vulnerabilities. Since then, IMF staff has developed more robust stress testing methods and models and adopted a more coherent and consistent approach. This paper articulates the solvency stress testing framework that is being applied in the IMF's surveillance of member countries' banking systems, and discusses examples of its actual implementation in FSAPs to 18 countries which are in the group comprising the 25 most systemically important financial systems ("S-25") plus other G-20 countries. In doing so, the paper also offers useful guidance for readers seeking to develop their own stress testing frameworks and country authorities preparing for FSAPs. A detailed Stress Test Matrix (STeM) comparing the stress test parameters applie in each of these major country FSAPs is provided, together with our stress test output templates"--Abstract | |
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| contents | "The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risks and vulnerabilities. Since then, IMF staff has developed more robust stress testing methods and models and adopted a more coherent and consistent approach. This paper articulates the solvency stress testing framework that is being applied in the IMF's surveillance of member countries' banking systems, and discusses examples of its actual implementation in FSAPs to 18 countries which are in the group comprising the 25 most systemically important financial systems ("S-25") plus other G-20 countries. In doing so, the paper also offers useful guidance for readers seeking to develop their own stress testing frameworks and country authorities preparing for FSAPs. A detailed Stress Test Matrix (STeM) comparing the stress test parameters applie in each of these major country FSAPs is provided, together with our stress test output templates"--Abstract |
| ctrlnum | (ZDB-4-EBU)ocn830560577 (OCoLC)830560577 (DE-599)BVBBV045356541 |
| dewey-full | 657.8333045 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 657 - Accounting |
| dewey-raw | 657.8333045 |
| dewey-search | 657.8333045 |
| dewey-sort | 3657.8333045 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| indexdate | 2024-07-10T08:15:52Z |
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| spelling | Jobst, Andreas Verfasser aut A framework for macroprudential bank solvency stress testing application to S-25 and other G-20 country FSAPs Andreas A. Jobst, Li Lian Ong and Christian Schmieder [Washington, D.C.] International Monetary Fund 2013 1 online resource (55 pages) color illustrations txt rdacontent c rdamedia cr rdacarrier IMF working paper WP/13/68 Title from PDF title page (IMF Web site, viewed Mar. 20, 2013). - "Monetary and Capital Markets Department"--Page 2 of pdf. - "March 2013"--Page 2 of pdf "The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risks and vulnerabilities. Since then, IMF staff has developed more robust stress testing methods and models and adopted a more coherent and consistent approach. This paper articulates the solvency stress testing framework that is being applied in the IMF's surveillance of member countries' banking systems, and discusses examples of its actual implementation in FSAPs to 18 countries which are in the group comprising the 25 most systemically important financial systems ("S-25") plus other G-20 countries. In doing so, the paper also offers useful guidance for readers seeking to develop their own stress testing frameworks and country authorities preparing for FSAPs. A detailed Stress Test Matrix (STeM) comparing the stress test parameters applie in each of these major country FSAPs is provided, together with our stress test output templates"--Abstract BUSINESS & ECONOMICS / Accounting / Financial bisacsh Banks and banking fast Financial risk management fast Liquidity (Economics) fast Macroeconomics fast Financial risk management Liquidity (Economics) Banks and banking Macroeconomics Ong, Li Lian Sonstige oth Schmieder, Christian Sonstige oth International Monetary Fund Sonstige oth |
| spellingShingle | Jobst, Andreas A framework for macroprudential bank solvency stress testing application to S-25 and other G-20 country FSAPs "The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risks and vulnerabilities. Since then, IMF staff has developed more robust stress testing methods and models and adopted a more coherent and consistent approach. This paper articulates the solvency stress testing framework that is being applied in the IMF's surveillance of member countries' banking systems, and discusses examples of its actual implementation in FSAPs to 18 countries which are in the group comprising the 25 most systemically important financial systems ("S-25") plus other G-20 countries. In doing so, the paper also offers useful guidance for readers seeking to develop their own stress testing frameworks and country authorities preparing for FSAPs. A detailed Stress Test Matrix (STeM) comparing the stress test parameters applie in each of these major country FSAPs is provided, together with our stress test output templates"--Abstract BUSINESS & ECONOMICS / Accounting / Financial bisacsh Banks and banking fast Financial risk management fast Liquidity (Economics) fast Macroeconomics fast Financial risk management Liquidity (Economics) Banks and banking Macroeconomics |
| title | A framework for macroprudential bank solvency stress testing application to S-25 and other G-20 country FSAPs |
| title_auth | A framework for macroprudential bank solvency stress testing application to S-25 and other G-20 country FSAPs |
| title_exact_search | A framework for macroprudential bank solvency stress testing application to S-25 and other G-20 country FSAPs |
| title_full | A framework for macroprudential bank solvency stress testing application to S-25 and other G-20 country FSAPs Andreas A. Jobst, Li Lian Ong and Christian Schmieder |
| title_fullStr | A framework for macroprudential bank solvency stress testing application to S-25 and other G-20 country FSAPs Andreas A. Jobst, Li Lian Ong and Christian Schmieder |
| title_full_unstemmed | A framework for macroprudential bank solvency stress testing application to S-25 and other G-20 country FSAPs Andreas A. Jobst, Li Lian Ong and Christian Schmieder |
| title_short | A framework for macroprudential bank solvency stress testing |
| title_sort | a framework for macroprudential bank solvency stress testing application to s 25 and other g 20 country fsaps |
| title_sub | application to S-25 and other G-20 country FSAPs |
| topic | BUSINESS & ECONOMICS / Accounting / Financial bisacsh Banks and banking fast Financial risk management fast Liquidity (Economics) fast Macroeconomics fast Financial risk management Liquidity (Economics) Banks and banking Macroeconomics |
| topic_facet | BUSINESS & ECONOMICS / Accounting / Financial Banks and banking Financial risk management Liquidity (Economics) Macroeconomics Financial risk management Liquidity (Economics) Banks and banking Macroeconomics |
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