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European Union : Publication of Financial Sector Assessment Program Documentation—Technical Note on Stress Testing of Banks.
- Format:
- Book
- Government document
- Author/Creator:
- International Monetary Fund. Monetary and Capital Markets Department.
- Series:
- IMF Staff Country Reports; Country Report ; No. 2013/068
- IMF Staff Country Reports
- Language:
- English
- Subjects (All):
- Banks and banking--Risk management--Europe.
- Banks and banking.
- Bank failures--Europe--Prevention.
- Bank failures.
- Physical Description:
- 1 online resource (33 p.)
- Place of Publication:
- Washington, D.C. : International Monetary Fund, 2013.
- Language Note:
- English
- Summary:
- This article summarizes the European Union’s stress testing exercises and future priorities. The 2011 solvency stress testing was marked by methodology and data. The exercise forced banks to increase the quality and quantity of capitalization. This test has many controversial issues, but the benefits of this bold approach overshadow the risks. Several stress testing exercises have filled the pages of literature; an additional stress test is reviewed here.
- Contents:
- Cover; Contents; Glossary; Executive Summary; I. Introduction; II. Background; III. The 2013 Bank Solvency Stress Testing Exercise; Boxes; 1. Capital Outcome of the 2011 Stress Test and Recapitalization Exercises; A. Publication and Transparency; B. Consistency and Quality Control Mechanisms; C. Input Data Review; D. Refinement of Satellite Models; E. Achieving Supervisory Orientation; 2. EBA Stress Tests and Bank Funding Costs; IV. Future Priorities; A. Solvency and Structural Issues; 3. Principles for Macro-Financial Stress Testing; B. Liquidity Stress Testing
- 4. Asset Encumbrance and Liquidity Risk AssessmentsAppendixes; Appendix I. Approaches to Liquidity Stress Testing; References
- Notes:
- Description based upon print version of record.
- Includes bibliographical references.
- Description based on print version record.
- ISBN:
- 9781475537437
- 1475537433
- 9781475594157
- 1475594151
- 9781299461833
- 1299461832
- 9781475560732
- 1475560737
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