A Guide to IMF Stress Testing

Chapter 29. A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector

Li Ong
Published Date:
December 2014
    • ShareShare
    Show Summary Details
    Francisco Vazquez, Benjamin M. Tabak and Marcos Souto This chapter was previously published in the Journal of Financial Stability (2012), Vol. 8, No. 2, pp. 69—83 (Vazquez, Tabak, and Souto, 2012). The authors would like to thank Pedro Rodriguez, Rafael Romeu, Gilneu Vivan, seminar participants at the Central Bank of Brazil and IMF, two anonymous reviewers, and the journal editor Iftekhar Hasan for useful comments. Benjamin M. Tabak gratefully acknowledges financial support from the CNPQ Foundation.
      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