Stressing to Breaking Point : Interpreting Stress Test Results.

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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
Tabla de Contenidos:
  • 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.
  • 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.
  • 6. Loan Quality7. Foreign Assets and Liabilities; References.

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