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 |
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 | ||
|