Search Results for solvency risk

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The traditional approach to the stress testing of financial institutions focuses on capital...

The paper presents a framework to integrate liquidity and solvency stress tests. An empirical...

Macro-feedback effects have been identified as a key missing element for more effective...

Giving stress tests a macroprudential perspective requires (i) incorporating general...

Credibility is the bedrock of any crisis stress test. The use of stress tests to manage systemic...

Bank liquidity stress testing, which has become de rigueur following the costly lessons of...