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150128 ||| eng |
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|a 9781475518115
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100 |
1 |
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|a Hardy, Daniel
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245 |
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|a Rules of Thumb for Bank Solvency Stress Testing
|c Daniel Hardy, Christian Schmieder
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260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2013
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300 |
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|a 67 pages
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651 |
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4 |
|a United States
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653 |
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|a Banks and banking
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653 |
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|a Financing Policy
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653 |
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|a Value of Firms
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653 |
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|a Personal income
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653 |
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|a Financial risk management
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653 |
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|a Banks
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653 |
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|a Finance
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653 |
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|a Financial Institutions and Services: Government Policy and Regulation
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653 |
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|a Monetary Policy, Central Banking, and the Supply of Money and Credit: General
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653 |
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|a Goodwill
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653 |
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|a Financial Risk and Risk Management
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653 |
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|a Banks and Banking
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653 |
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|a Macroeconomics
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653 |
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|a Monetary economics
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653 |
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|a Capital adequacy requirements
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653 |
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|a Asset requirements
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653 |
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|a Money and Monetary Policy
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653 |
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|a Financial regulation and supervision
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653 |
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|a Financial sector policy and analysis
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653 |
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|a Financial services law & regulation
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653 |
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|a Credit ratings
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653 |
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|a Mortgages
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653 |
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|a Finance: General
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653 |
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|a National accounts
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653 |
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|a Credit
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653 |
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|a Depository Institutions
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653 |
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|a Stress testing
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653 |
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|a Personal Income, Wealth, and Their Distributions
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653 |
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|a Capital and Ownership Structure
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653 |
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|a Micro Finance Institutions
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653 |
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|a Banking
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653 |
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|a Income
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653 |
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|a Money
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|a Schmieder, Christian
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|a eng
|2 ISO 639-2
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|b IMF
|a International Monetary Fund
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|a IMF Working Papers
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028 |
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|a 10.5089/9781475518115.001
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856 |
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|u https://elibrary.imf.org/view/journals/001/2013/232/001.2013.issue-232-en.xml?cid=41047-com-dsp-marc
|x Verlag
|3 Volltext
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|a 330
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|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
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