The need for "un-consolidating" consolidated banks' stress tests [[electronic resource] /] / prepared by Eugenio Cerutti and 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) | SchmeiderChristian |
Collana | IMF working paper |
Soggetto topico |
Banks and banking, International - Risk management - Econometric models
Banks and banking - Risk management - Econometric models |
Soggetto genere / forma | Electronic books. |
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-9910452483903321 |
Cerutti Eugenio
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Washington, D.C., : International Monetary Fund, 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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The need for "un-consolidating" consolidated banks' stress tests / / prepared by Eugenio Cerutti and 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) | SchmeiderChristian |
Collana | IMF working paper |
Soggetto topico |
Banks and banking, International - Risk management - Econometric models
Banks and banking - Risk management - Econometric models |
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|