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...

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Bibliographic Details
Main Authors: Jobst, Andreas (Author), Ong, Li Lian (Author), Schmieder, Christian (Author)
Corporate Author: International Monetary Fund. Monetary and Capital Markets Department.
Format: eBook
Published: [Washington, D.C.] : International Monetary Fund, ©2013.
Series:IMF working paper ; WP/13/68.
Online Access:CONNECT