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150128 ||| eng |
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|a 9781475518115
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|a Hardy, Daniel
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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 Depository Institutions
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| 653 |
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|a Credit
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| 653 |
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|a Asset requirements
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| 653 |
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|a Income
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| 653 |
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|a Capital adequacy requirements
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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 Banks and banking
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| 653 |
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|a Monetary economics
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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 Personal income
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| 653 |
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|a Value of Firms
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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 Micro Finance Institutions
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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 Mortgages
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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 National accounts
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| 653 |
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|a Money
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| 653 |
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|a Financial risk management
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| 653 |
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|a Capital and Ownership Structure
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| 653 |
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|a Goodwill
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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 Financial regulation and supervision
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| 653 |
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|a Banking
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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 Financing Policy
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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 services law & regulation
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| 653 |
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|a Finance: General
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| 653 |
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|a Credit ratings
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| 653 |
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|a Stress testing
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| 700 |
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|a Schmieder, Christian
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| 041 |
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|a eng
|2 ISO 639-2
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| 989 |
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|b IMF
|a International Monetary Fund
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| 490 |
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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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| 082 |
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|a 330
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| 520 |
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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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