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140118s2013 dcu o 000 0 eng d |
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|a EBLCP
|b eng
|e pn
|c EBLCP
|d DEBSZ
|d OCLCQ
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|d OCLCQ
|d ZCU
|d MERUC
|d ICG
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|a 902650937
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|a 9781484373156
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|a 1484373154
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|a DEBBG
|b BV044178075
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|a DEBSZ
|b 405557485
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|a (OCoLC)868488270
|z (OCoLC)902650937
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|a e-be---
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|a HG3104
|b .B45 2013
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|a UAMI
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|a European Dept., International Monetary Fund.
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|a Belgium.
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|a Washington :
|b International Monetary Fund,
|c 2013.
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300 |
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|a 1 online resource (105 pages)
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a IMF Staff Country Reports
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|a Print version record.
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|a Cover; CONTENTS; GLOSSARY; INTRODUCTION; BANKING-SOLVENCY STRESS TESTS; A. Summary of Both Solvency Stress Tests; B. Bottom-Up Solvency Stress Tests; C. Top-Down Solvency Stress Tests; D. Reconciliation of Both Solvency Stress Tests; BANKING-LIQUIDITY STRESS TESTS; SUMMARY AND POLICY IMPLICATIONS-BANKING; INSURANCE-SOLVENCY STRESS TESTS; BOXES; 1. Review of Aggregation Approach; 2. Key Elements of Different Valuation Approaches Applied in the Stress Test; 3. Contagion Effects in Bancassurance; SUMMARY AND POLICY IMPLICATIONS-INSURANCE; REFERENCES; TABLES.
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|a 1. Stress Test Matrix (Stem) for the Banking Sector: Solvency and Liquidity Risks2. Composition of the System and Banks Included in the Stress Tests; 3. Financial Soundness Indicators for Banks Included in the Solvency Stress Test; 4. Macroeconomic Scenarios for Solvency Stress Test; 5. Overview of the Basel II and III Minimum Capital Requirements; 6. Liquidity Stress Test Parameters (Basel III Standard Measures); 7. Liquidity Stress Test Parameters (NBB Liquidity Ratio); 8. Insurance Sector-Stress Test Specification; FIGURES; 1. Banking Sector Developments.
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|a 2. Liquidity and Short-term Funding3. Bank Funding; 4. Insurance Financial Soundness Indicators (FSIs); 5. Macroeconomic Assumptions under Different Stress Test Scenarios; 6. Solvency Stress Tests-Risk Drivers; 7. Evolution of Aggregate Capital Ratios in Solvency Stress Tests; 8. Solvency Stress Test Results-Total Capital Hurdle Rates; 9. Solvency Stress Test Results-Tier 1 Capital Hurdle Rate; 10. Solvency Stress Test Results-CET1 Capital Hurdle Rate; 11. Banks' Liquidity Ratios and Stress Test Results; 12. Insurance Stress Test Results; ANNEX; I. Guidelines for the Bottom-Up Solvency Stress.
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|a APPENDICESI. Proposed Timeline for Completion of Solvency; II. Key BU Solvency Stress Test Parameters; III. Overview of Stress Test Scenarios (in percent); IV. Interpolated Interest Rate Term Structure and Swap Rate Curve; V. Possible Satellite Model Specification; VI. Minimum Funding Cost: Empirical Estimation of Nonlinear Change; VII. Sovereign Haircuts for Selected Countries; VIII. Estimation Methodology for Sovereign Risk Valuation Haircuts; IX. Pay-out Ratio, Hurdle Rates, and Changes in Risk-Weighted Assets; X. Suggested Output Format for Reporting by Firms to NBB.
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|a 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.
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590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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650 |
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|a Banks and banking
|x Risk management
|z Belgium.
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650 |
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|a Insurance
|x Risk management
|z Belgium.
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650 |
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|a Assurance
|x Gestion du risque
|z Belgique.
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651 |
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|a Belgium
|2 fast
|1 https://id.oclc.org/worldcat/entity/E39QbtfRBTwKRX6RVxHCgVWBGB
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776 |
0 |
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|i Print version:
|a European Dept., International Monetary Fund.
|t Belgium: Technical Note on Stress Testing the Banking and Insurance Sectors.
|d Washington : International Monetary Fund, ©2013
|z 9781484381069
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830 |
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|a IMF Staff Country Reports.
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856 |
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|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1587958
|z Texto completo
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938 |
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|a EBL - Ebook Library
|b EBLB
|n EBL1587958
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938 |
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|a YBP Library Services
|b YANK
|n 11593306
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994 |
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|a 92
|b IZTAP
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