Rules of thumb for bank solvency stress testing /

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Bibliographic Details
Author / Creator:	Hardy, Daniel C., author.
Imprint:	Washington, D.C. : International Monetary Fund, 2013.
Description:	1 online resource
Language:	English
Series:	IMF working paper ; WP/13/232 IMF working paper ; WP/13/232.
Subject:	Bank loans -- Management. Banks and banking -- Econometric models. Risk management -- Econometric models. Bank loans -- Management. Banks and banking -- Econometric models. Risk management -- Econometric models. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12502216

Hidden Bibliographic Details
Other authors / contributors:	Schmieder, Christian, 1976- author.
ISBN:	1306193826 9781306193825
Notes:	Print version record.
Summary:	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.
Other form:	Print version: 9781306193825

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