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A framework for macroprudential bank solvency stress testing : application to S-25 and other G-20 country FSAPs /
"The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risks and vulnerabilities. Since then, IMF staff has developed more robust stress te...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, D.C.] :
International Monetary Fund,
©2013.
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| Colección: | IMF working paper ;
WP/13/68. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | "The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risks and vulnerabilities. Since then, IMF staff has developed more robust stress testing methods and models and adopted a more coherent and consistent approach. This paper articulates the solvency stress testing framework that is being applied in the IMF's surveillance of member countries' banking systems, and discusses examples of its actual implementation in FSAPs to 18 countries which are in the group comprising the 25 most systemically important financial systems ("S-25") plus other G-20 countries. In doing so, the paper also offers useful guidance for readers seeking to develop their own stress testing frameworks and country authorities preparing for FSAPs. A detailed Stress Test Matrix (STeM) comparing the stress test parameters applie in each of these major country FSAPs is provided, together with our stress test output templates"--Abstract. |
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| Notas: | Title from PDF title page (IMF Web site, viewed Mar. 20, 2013). "Monetary and Capital Markets Department"--Page 2 of pdf. "March 2013"--Page 2 of pdf. |
| Descripción Física: | 1 online resource (55 pages) : color illustrations. |
| Bibliografía: | Includes bibliographical references (pages 50-54). |
| ISBN: | 9781475569513 1475569513 9781616355074 1616355077 |