Stressing to Breaking Point : Interpreting Stress Test Results.

Annotation

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Worrell, Delisle (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington : International Monetary Fund, June 2008.
Colección:IMF Working Papers.
Temas:
Banks and banking > Risk management.
Financial crises.
Financial crises
Acceso en línea:Texto completo

MARC

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100 1 |a Worrell, Delisle,  |e author. 
245 1 0 |a Stressing to Breaking Point :  |b Interpreting Stress Test Results. 
260 |a Washington :  |b International Monetary Fund,  |c June 2008. 
300 |a 1 online resource (60 pages) 
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 Working Papers 
520 8 |a Annotation  |b This paper illustrates how stress tests of banking systems may be designed to evaluate banks' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolvent. This approach offers useful insight and guidance for regulatory policy and intervention, using existing methodology and data. the illustrations presented in this paper are a small sample of the wide variety of shocks, scenarios, and assumptions to which this approach may be applied. 
505 0 |a I. Introduction; II. Credit Risk Assessment; Figures; 1. The Capital Adequacy Ratio After Losses on Mortgages; Tables; 1. Nonperforming Loan Migration Matrix; 2. The Capital Adequacy Ratio After Losses on Mortgages and Export and Personal loans; III. Exchange Rate Risk; 3. The Capital Adequacy Ratio with Different Migration Patterns; IV. Interest Rate Changes; 4. The Effect of Exchange Rate Changes on the Capital Adequacy Ratio.; 5. Banking System Capital Adequacy Ratio, Devaluation Effects; 6. Total Devaluation Effects: Different Losses on Foreign Currency Loans. 
505 8 |a 7. The Capital Adequacy Ratio After Interest Rate Shocks8. The Capital Adequacy Ratio with Various Rates of Credit Growth; V. Credit Growth; 9. The Capital Adequacy Ratio with Various Loan Migration Rates; VI. Combined Scenario; 10. Banks with Different Initial Nonperforming Loans; 2. Parameters of Combined Scenarios; 11. Credit Growth, Devaluation, Nonperforming Loan Increase, and Interest Rate Fall; VII. Capital Inflow and Reversal; VIII. Summary; 3. Parameters for the Capital Flow Scenario; 12. Capital Inflow and Reversal; Appendix Tables; 4. Capital Adequacy; 5. Loan Distribution. 
505 8 |a 6. Loan Quality7. Foreign Assets and Liabilities; References. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Banks and banking  |x Risk management. 
650 0 |a Financial crises. 
650 7 |a Financial crises  |2 fast 
758 |i has work:  |a Stressing to breaking point (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCGkW3kYCfWCbhMytJryY8C  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Worrell, DeLisle.  |t Stressing to Breaking Point: Interpreting Stress Test Results.  |d Washington : International Monetary Fund, ©2008  |z 9781451870060 
830 0 |a IMF Working Papers. 
856 4 0 |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1607913  |z Texto completo 
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938 |a YBP Library Services  |b YANK  |n 11617722 
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