A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs

WP/13/68

Nopic
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 testing methods and models and adopted a more coherent... READ MORE...

Publication date: March 2013
ISBN 9781616355074
$18.00

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Publication date: March 2013

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Publication date: March 2013

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