A Guide to IMF Stress Testing
Chapter

Chapter 8. Systemic Bank Risk in Brazil: A Comprehensive Simulation of Correlated Market, Credit, Sovereign, and Interbank Risks

Author(s):
Li Ong
Published Date:
December 2014
    Share
    • ShareShare
    Show Summary Details
    Author(s)
    Theodore Barnhill Jr and Marcos Souto This chapter was previously published as Barnhill and Souto (2009). The authors would like to thank Mathias Drehmann, Andrew Powell, Til Schuermann, and participants in the GEFRI Conference on Modeling and Managing Sovereign and Systemic Risk (Washington, 2006) and in the Conference on the Integration of Market and Credit Risk, sponsored by the Bank for International Settlements, the Bundesbank, and the Journal of Banking and Finance (Berlin, Integration of Market and Credit Risk, sponsored by the Bank for International Settlements, the Bundesbank, and the Journal of Banking and Finance (Berlin, chapter and suggested important areas for future work.
      You are not logged in and do not have access to this content. Please login or, to subscribe to IMF eLibrary, please click here

      Other Resources Citing This Publication