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Canada : Financial Sector Assessment Program Stress Testing, Technical Note /
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.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington, District of Columbia :
International Monetary Fund,
2014.
|
| Colección: | IMF Staff Country Reports.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.1091724 |2 23 |
| 049 | |a UAMI | ||
| 110 | 2 | |a International Monetary Fund, |e author. | |
| 245 | 1 | 0 | |a Canada : |b Financial Sector Assessment Program Stress Testing, Technical Note / |c International Monetary Fund. |
| 264 | 1 | |a Washington, District of Columbia : |b International Monetary Fund, |c 2014. | |
| 264 | 4 | |c ©2014 | |
| 300 | |a 1 online resource (102 pages) : |b illustrations (some color) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF Staff Country Reports | |
| 504 | |a Includes bibliographical references. | ||
| 588 | 0 | |a Online resource; title from PDF cover (ebrary, viewed May 1, 2014). | |
| 505 | 0 | |a Cover; Contents; Glossary; INTRODUCTION AND OVERVIEW; A. Overview of Stress Tests; TABLES; 1. Stress Testing Recommendations; SCENARIOS; BANKING SECTOR-SOLVENCY STRESS TESTS; BANKING SECTOR-LIQUIDITY AND FUNDING STRESS TESTS-INDIVIDUAL AND NETWORK EFFECTS; A. Bottom-up Stress Test; A. Recommendations and Policy Implications; 2. Regulatory and Supervisory Capital Requirements; 3. Mapping Economic Sectors from the BU into Economic Sectors Used in BoC Estimation of PDs; 4. Capital Conservation Rule for Dividends Distribution; 5. IRBBB Spreads Under the Stress-test Scenario. | |
| 505 | 8 | |a 6. Trading Book Risk Parameters Under the Stress-test ScenarioB. IMF Top-down Stress Test; FIGURES; 1. IMF Top Down Approach; 7. Mapping Basel II Asset Classes and Exposures by Economic Sectors into New Basel II Asset Classes; 8. Dividends Distribution Schedule; 2. Geographical and Sectoral Distribution of Losses and Exposures; 3. IMF TD Solvency Stress Test Results-Sensitivity Analysis; C. OSFI Top-down Stress Test; BOX; 1. OSFI Algorithm to Project Loan Book; D. Reconciliation of Results; 9. Main Differences Between Different Approaches; E. Recommendations and Policy Implications. | |
| 505 | 8 | |a 4. Macro-financial Risk Assessment Framework (MFRAF) of the BoC5. MFRAF Modules; 6. MFRAF Modulus Timing; 7. The BoC Liquidity and Network Stress Test Results, Baseline Scenario; 8. Aggregate Loss Distributions, Baseline Scenario; 9. The BoC Liquidity and Network Stress Test Results, Adverse Scenario; 10. Aggregate Loss Distributions, Adverse Scenario; LIFE INSURANCE SECTOR-SOLVENCY STRESS TEST; 11. Total MCCSR Ratio in Baseline and Adverse Scenario; 12. Total Tier 1 Ratio in Baseline and Adverse Scenario; 13. Net Income in Baseline and Adverse Scenario; CMHC SOLVENCY STRESS TEST. | |
| 505 | 8 | |a 14. Contribution to MCCSR Deviation from Baseline10. FSIs: Big 6 versus the Rest of the Banking System; ANNEX; I. Statistical Annex; 15. Developments in Banking Sector; 11. Summary of Banks' Stress Testing Results; 16. Scenarios-Canada, Main Variables; 17. Scenarios-US, Euro Area, Other, Main Variables; 18. IMF Top Down Model of Income Statement-Interest Income; 19. IMF Top Down Model of Income Statement-Interest Expense; 20. IMF Top Down Model of Income Statement-Trading Income; 21. IMF Top Down Model of Income Statement-Non-interest Income. | |
| 505 | 8 | |a 22. IMF Top Down Model of Income Statement-Non-interest Expense23. IMF Top Down Assumptions-Loans, Deposits; 24. IMF Top Down Assumptions-Loans, Balance Sheet; 25. Solvency Stress Test Results; 26. Drivers of Stress Test Results-Contributions to CET1 Change; 27. Drivers of Stress Test Results-Contributions to Net Income; 28. Net Income and RWAs-Comparison; 29. Net Income and RWAs-Comparison; 30. Parameters of RWAs and Expected Losses-Comparison; 31. Recapitalization Needs-as Percent in gross income; 12. Liquid and Illiquid Assets of the BSL Metric-Haircuts Calibration. | |
| 520 | |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. | ||
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 610 | 2 | 0 | |a International Monetary Fund |z Developing countries. |
| 610 | 2 | 7 | |a International Monetary Fund |2 fast |
| 650 | 0 | |a Finance |z Developing countries |x Evaluation. | |
| 650 | 0 | |a International finance. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Evaluation |2 fast | |
| 650 | 7 | |a International finance |2 fast | |
| 651 | 7 | |a Developing countries |2 fast | |
| 710 | 2 | |a International Monetary Fund. |b Monetary and Capital Markets Department, |e issuing body. | |
| 776 | 0 | 8 | |i Print version: |a International Monetary Fund. Monetary and Capital Markets Department. |t Canada : financial sector assessment program stress testing, technical note. |d Washington, District of Columbia : International Monetary Fund, ©2014 |h approximately 102 pages |k IMF Country Reports ; Number 14/69 |z 9781475523096 |
| 830 | 0 | |a IMF Staff Country Reports. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1676590 |z Texto completo |
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| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis28126321 | ||
| 938 | |a YBP Library Services |b YANK |n 11780506 | ||
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