Stress Testing The Banking System

ISBN 10 : 9781139482837
ISBN 13 : 1139482831

Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public authorities for finan..

Stress Testing The Banking System

ISBN 10 : 052176730X
ISBN 13 : 9780521767309

Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public authorities for finan..

Switzerland Technical Note Stress Testing The Banking System

ISBN 10 : 9781498384766
ISBN 13 : 1498384765

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prep..

Market Based Structural Top Down Stress Tests Of The Banking System

ISBN 10 : 9781484384923
ISBN 13 : 148438492X

Despite increased need for top-down stress tests of financial institutions, performing them is challenging owing to the absence of granular information on banks’ trading and loan..

Banking S Final Exam

ISBN 10 : 9780881327069
ISBN 13 : 0881327069

Spurred by the success of the first stress test of US banks toward the end of the global economic crisis in 2009, stress testing of large financial institutions has become the corn..

Finland Financial Sector Assessment Program

ISBN 10 : 9781475564938
ISBN 13 : 1475564937

This Technical Note discusses the results of stress testing of Finland’s banking system. Despite high capitalization levels, there are important vulnerabilities in the Finnish ba..