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..

United Kingdom

ISBN 10 : 9781498302340
ISBN 13 : 1498302343

For the 2016 United Kingdom FSAP, a comprehensive range of stress tests were conducted to assess the resilience of the U.K. banking system. The top-down (TD) solvency stress test c..

Ireland Financial Sector Assessment Program

ISBN 10 : 9781475542608
ISBN 13 : 1475542607

This Technical Note discusses the results of the stress testing carried out to examine the banking system in Ireland. These tests examined the resilience of the Irish banking syste..

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..