Stressing to Breaking Point : Interpreting Stress Test Results /
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 in...
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| Format: | Book |
| Language: | English |
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Washington, D.C. :
International Monetary Fund,
2008
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| Series: | IMF Working Papers; Working Paper ;
No. 2008/148 IMF eLibrary |
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| Summary: | 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 |
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| Item Description: | Part of the IMF eLibrary collection |
| Physical Description: | 1 online resource (18 pages) |
| ISSN: | 2227-8885 |
| Access: | Restricted for use by site license. |