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The Need for "Un-consolidating" Consolidated Banks' Stress Tests / / Eugenio Cerutti, Christian Schmieder
| The Need for "Un-consolidating" Consolidated Banks' Stress Tests / / Eugenio Cerutti, Christian Schmieder |
| Autore | Cerutti Eugenio |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | SchmiederChristian |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, International - Risk management - Econometric models
Banks and banking - Risk management - Econometric models Banks and Banking Finance: General International Lending and Debt Problems Financial Aspects of Economic Integration International Financial Markets Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Banking Finance Financial services law & regulation Stress testing Countercyclical capital buffers International banking Foreign banks Financial sector policy and analysis Financial regulation and supervision Financial institutions Capital adequacy requirements Cross-border banking Financial services Banks and banking Financial risk management Asset requirements International finance Banks and banking, Foreign |
| ISBN |
1-4755-6196-2
1-4755-6059-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I. Introduction; II. The Recent Evolution in Bank Stress Tests; III. A Combined Unconsolidated/Consolidated Stress Test Approach; Figure; 1. Conceptual Difference between 'Traditional' Stress Test and Stress Tests Taking into Account Group Structures; IV. Quantifying the Potential Bias of not Using a Combined Approach; 2. Banks' Geographical Distributions; 3. Banks' share of Profits and Capital Outside EU; 4. Partial and Full Ring Fencing Adjustments; V. Conclusions; References; Annex I - Mapping Bank Groups |
| Record Nr. | UNINA-9910779641203321 |
Cerutti Eugenio
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Need for "Un-consolidating" Consolidated Banks' Stress Tests / / Eugenio Cerutti, Christian Schmieder
| The Need for "Un-consolidating" Consolidated Banks' Stress Tests / / Eugenio Cerutti, Christian Schmieder |
| Autore | Cerutti Eugenio |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Disciplina | 332.1;332.152 |
| Altri autori (Persone) | SchmiederChristian |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, International - Risk management - Econometric models
Banks and banking - Risk management - Econometric models Banks and Banking Finance: General International Lending and Debt Problems Financial Aspects of Economic Integration International Financial Markets Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Banking Finance Financial services law & regulation Stress testing Countercyclical capital buffers International banking Foreign banks Financial sector policy and analysis Financial regulation and supervision Financial institutions Capital adequacy requirements Cross-border banking Financial services Banks and banking Financial risk management Asset requirements International finance Banks and banking, Foreign |
| ISBN |
1-4755-6196-2
1-4755-6059-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I. Introduction; II. The Recent Evolution in Bank Stress Tests; III. A Combined Unconsolidated/Consolidated Stress Test Approach; Figure; 1. Conceptual Difference between 'Traditional' Stress Test and Stress Tests Taking into Account Group Structures; IV. Quantifying the Potential Bias of not Using a Combined Approach; 2. Banks' Geographical Distributions; 3. Banks' share of Profits and Capital Outside EU; 4. Partial and Full Ring Fencing Adjustments; V. Conclusions; References; Annex I - Mapping Bank Groups |
| Record Nr. | UNINA-9910809624803321 |
|
Cerutti Eugenio
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||