Rules of Thumb for Bank Solvency Stress Testing

Rules of thumb can be useful in undertaking quick, robust, and readily interpretable bank stress tests. Such rules of thumb are proposed for the behavior of banks’ capital ratios and key drivers thereof—primarily credit losses, income, credit growth, and risk weights—in advanced and emerging economi...

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Bibliographic Details
Main Author: Hardy, Daniel
Other Authors: Schmieder, Christian
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2013
Series:IMF Working Papers
Subjects:
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
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245 0 0 |a Rules of Thumb for Bank Solvency Stress Testing  |c Daniel Hardy, Christian Schmieder 
260 |a Washington, D.C.  |b International Monetary Fund  |c 2013 
300 |a 67 pages 
651 4 |a United States 
653 |a Depository Institutions 
653 |a Asset requirements 
653 |a Credit 
653 |a Income 
653 |a Capital adequacy requirements 
653 |a Banks 
653 |a Finance 
653 |a Banks and banking 
653 |a Financial sector policy and analysis 
653 |a Monetary economics 
653 |a Personal income 
653 |a Value of Firms 
653 |a Monetary Policy, Central Banking, and the Supply of Money and Credit: General 
653 |a Micro Finance Institutions 
653 |a Financial Institutions and Services: Government Policy and Regulation 
653 |a Mortgages 
653 |a National accounts 
653 |a Personal Income, Wealth, and Their Distributions 
653 |a Money 
653 |a Financial risk management 
653 |a Capital and Ownership Structure 
653 |a Goodwill 
653 |a Banks and Banking 
653 |a Financial regulation and supervision 
653 |a Macroeconomics 
653 |a Banking 
653 |a Financial Risk and Risk Management 
653 |a Financing Policy 
653 |a Money and Monetary Policy 
653 |a Financial services law & regulation 
653 |a Finance: General 
653 |a Credit ratings 
653 |a Stress testing 
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520 |a Rules of thumb can be useful in undertaking quick, robust, and readily interpretable bank stress tests. Such rules of thumb are proposed for the behavior of banks’ capital ratios and key drivers thereof—primarily credit losses, income, credit growth, and risk weights—in advanced and emerging economies, under more or less severe stress conditions. The proposed rules imply disproportionate responses to large shocks, and can be used to quantify the cyclical behaviour of capital ratios under various regulatory approaches