Format:
Online-Ressource (67 p)
Edition:
Online-Ausg.
ISBN:
1475518110
,
9781475518115
Series Statement:
IMF Working Papers Working Paper No. 13/232
Content:
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
Additional Edition:
Erscheint auch als Druck-Ausgabe Hardy, Daniel Rules of Thumb for Bank Solvency Stress Testing Washington, D.C. : International Monetary Fund, 2013 ISBN 9781475518115
Language:
English
DOI:
10.5089/9781475518115.001
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