Stressing to Breaking Point: Interpreting Stress Test Results

This paper illustrates how stress tests of banking systems may be designed to evaluate banks'' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolvent. This approach offers useful insight and guidance for regulatory policy...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Worrell, DeLisle (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Washington, D.C International Monetary Fund 2008
Schriftenreihe:IMF Working Papers Working Paper No. 08/148
Schlagworte:
Online-Zugang:UBW01
UEI01
LCO01
SBR01
UER01
SBG01
UBG01
FAN01
UBT01
FKE01
UBY01
UBA01
FLA01
UBM01
UPA01
UBR01
FHA01
FNU01
BSB01
TUM01
Volltext
Zusammenfassung:This paper illustrates how stress tests of banking systems may be designed to evaluate banks'' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolvent. This approach offers useful insight and guidance for regulatory policy and intervention, using existing methodology and data. The illustrations presented in this paper are a small sample of the wide variety of shocks, scenarios, and assumptions to which this approach may be applied
Beschreibung:Includes bibliographical references
Beschreibung:1 Online-Ressource (18 p)
ISBN:145187006X
9781451870060

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen