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..

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..

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..

Morocco Financial Sector Assessment Program

ISBN 10 : 9781475546064
ISBN 13 : 1475546068

The FSAP stress testing exercise took place at a time of deep structural changes for the Moroccan financial system that create opportunities but also bring about potential risks. F..

Spain

ISBN 10 : 9781451994001
ISBN 13 : 1451994001

This report presents a description of the stress test exercises for Spain’s banking and insurance systems. The exercises were carried out in the context of the Financial Sector A..