A Framework for Macroprudential Bank Solvency Stress Testing is popular PDF and ePub book, written by Mr.Andreas A. Jobst in 2013-03-13, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, A Framework for Macroprudential Bank Solvency Stress Testing can be Read Online from any device for your convenience.

A Framework for Macroprudential Bank Solvency Stress Testing Book PDF Summary

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.

Detail Book of A Framework for Macroprudential Bank Solvency Stress Testing PDF

A Framework for Macroprudential Bank Solvency Stress Testing
  • Author : Mr.Andreas A. Jobst
  • Release : 13 March 2013
  • Publisher : International Monetary Fund
  • ISBN : 9781616355074
  • Genre : Business & Economics
  • Total Page : 55 pages
  • Language : English
  • PDF File Size : 9,5 Mb

If you're still pondering over how to secure a PDF or EPUB version of the book A Framework for Macroprudential Bank Solvency Stress Testing by Mr.Andreas A. Jobst, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.

Get Book

Credibility and Crisis Stress Testing

Credibility and Crisis Stress Testing Author : Ms.Li L. Ong,Ceyla Pazarbasioglu
Publisher : International Monetary Fund
File Size : 47,5 Mb
Get Book
Credibility is the bedrock of any crisis stress test. The use of stress tests to manage systemic ris...

Towards Macroprudential Stress Testing

Towards Macroprudential Stress Testing Author : Mr.Ivo Krznar,Mr.Troy D Matheson
Publisher : International Monetary Fund
File Size : 41,5 Mb
Get Book
Macro-feedback effects have been identified as a key missing element for more effective macro-pruden...

Reverse Stress Testing in Banking

Reverse Stress Testing in Banking Author : Michael Eichhorn,Tiziano Bellini,Daniel Mayenberger
Publisher : Walter de Gruyter GmbH & Co KG
File Size : 17,7 Mb
Get Book
Reverse stress testing was introduced in risk management as a regulatory tool for financial institut...