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Stressing to Breaking Point
			: Interpreting Stress Test Results

Stressing to Breaking Point : Interpreting Stress Test Results »

Volume/Issue: 2008/148

Series: IMF Working Papers

Author(s): Rupert Worrell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2008

DOI: http://dx.doi.org/10.5089/9781451870060.001

ISBN: 9781451870060

Keywords: Stress test, financial risk assessment, capital adequacy, capital adequacy ratio, banking, banking system, capital inflow,

This paper illustrates how stress tests of banking systems may be designed to evaluate banks' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolve...

Stressing to Breaking Point

Stressing to Breaking Point »

Source: Stressing to Breaking Point : Interpreting Stress Test Results

Volume/Issue: 2008/148

Series: IMF Working Papers

Author(s): Rupert Worrell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2008

ISBN: 9781451870060

Keywords: Stress test, financial risk assessment, capital adequacy, capital adequacy ratio, banking, banking system, capital inflow,

This paper illustrates how stress tests of banking systems may be designed to evaluate banks' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolve...