IMF Publications by Subject
Browse by Author
Solvency stress testing:
2013
Title: European Union: Publication of Financial Sector Assessment Program Documentation—Technical Note on Stress Testing of Banks
Series: Country Report No. 2013/068
Date: March 15, 2013
Subject: Banking External balance assessment (EBA) External position Financial sector policy and analysis Financial statements Liquidity stress testing Public financial management (PFM) Solvency stress testing Stress testing
Title: A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs
Series: Working Paper No. 2013/068
Date: March 13, 2013
Subject: Bank solvency Banking Basel III Financial regulation and supervision Financial Sector Assessment Program Financial sector policy and analysis Solvency stress testing Stress testing
2012
Title: A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing
Series: Working Paper No. 2012/216
Date: August 1, 2012
Subject: Banking Credit Financial sector policy and analysis Money National accounts Personal income Public debt Solvency stress testing Stress testing