Search Results for stress testing

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This paper presents new evidence on the empirical relationship between bank solvency and funding...

In the presence of adverse macroeconomic shocks, simultaneous capital losses in multiple banks...

Stress Testing at the IMF

We present a novel approach that incorporates individual entity stress testing and losses...

Low-income countries (LICs) face significant challenges in meeting their Sustainable Development...

This paper outlines a framework to perform liquidity stress tests for investment funds. Practical...