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Stressing to Breaking Point
Mr.Rupert Worrell
其他書名
Interpreting Stress Test Results
出版International Monetary Fund, 2008-06-01
主題Business & Economics / Banks & BankingBusiness & Economics / Industries / Financial ServicesBusiness & Economics / Money & Monetary Policy
ISBN145187006X9781451870060
URLhttp://books.google.com.hk/books?id=kZ7xzQEACAAJ&hl=&source=gbs_api
註釋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.