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..

Ireland Financial Sector Assessment Program

ISBN 10 : 9781475542660
ISBN 13 : 1475542666

The FSAP stress testing exercise took place at a turning point for the Irish financial system. The Irish economy is quickly rebounding, the banking system returned to profitability..

From Stress To Costress

ISBN 10 : 9781475576566
ISBN 13 : 1475576560

This paper presents an integrated framework for assessing systemic risk. The framework models banks’ capital asset ratios as a function of future losses and credit growth using a..

Switzerland Technical Note Stress Testing The Banking System

ISBN 10 : 9781484356371
ISBN 13 : 1484356373

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..