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150128 ||| eng |
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|a 9781451870060
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100 |
1 |
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|a Worrell, Rupert
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245 |
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|a Stressing to Breaking Point
|b Interpreting Stress Test Results
|c Rupert Worrell
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260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2008
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300 |
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|a 18 pages
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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 Commercial banks
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653 |
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|a Asset requirements
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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 Industries: Financial Services
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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 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 Nonperforming loans
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653 |
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|a Loans
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653 |
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|a Banks and Banking
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653 |
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|a Banking
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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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041 |
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7 |
|a eng
|2 ISO 639-2
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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 |
5 |
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|a 10.5089/9781451870060.001
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856 |
4 |
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|u https://elibrary.imf.org/view/journals/001/2008/148/001.2008.issue-148-en.xml?cid=22034-com-dsp-marc
|x Verlag
|3 Volltext
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|a 330
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520 |
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|a This paper illustrates how stress tests of banking systems may be designed to evaluate banks' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolvent. This approach offers useful insight and guidance for regulatory policy and intervention, using existing methodology and data. The illustrations presented in this paper are a small sample of the wide variety of shocks, scenarios, and assumptions to which this approach may be applied
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