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Stress Testing The Banking System


Author : Mario Quagliariello
language : en
Publisher: Cambridge University Press
Release Date : 2009-10-15


PDF Download Stress Testing The Banking System Books For free written by Mario Quagliariello and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-10-15 with Business & Economics categories.


Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public authorities for financial stability purposes. Until the first half of 2007, interest in stress-testing was largely restricted to practitioners. Since then, the global financial system has been hit by deep turbulences, including the fallout from sub-prime mortgage lending. Many observers have pointed out that the severity of the crisis has been largely due to its unexpected nature and have claimed that a more extensive use of stress-testing methodologies would have helped to alleviate the repercussions of the crisis. This book analyses the theoretical underpinnings, as well as the practical aspects, of applying such methodologies. Building on the experience gained by the economists of many national and international financial authorities, it provides an updated toolkit for both practitioners and academics.

Preparing For The Next Financial Crisis


Author : Esa Jokivuolle
language : en
Publisher: Cambridge University Press
Release Date : 2017-10-31


PDF Download Preparing For The Next Financial Crisis Books For free written by Esa Jokivuolle and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-31 with Business & Economics categories.


This book uses perspectives of finance and banking to offer predictions on future financial crises, and how we can prepare for them.

Market Based Structural Top Down Stress Tests Of The Banking System


Author : Mr. Jorge A. Chan-Lau
language : en
Publisher: International Monetary Fund
Release Date : 2013-04-10


PDF Download Market Based Structural Top Down Stress Tests Of The Banking System Books For free written by Mr. Jorge A. Chan-Lau and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-10 with Business & Economics categories.


Despite increased need for top-down stress tests of financial institutions, performing them is challenging owing to the absence of granular information on banks’ trading and loan portfolios. To deal with these data shortcomings, this paper presents a market-based structural top-down stress testing methodology that relies in market-based measures of a bank's probability of default and structural models of default risk to infer the capital losses they could experience in stress scenarios. As an illustration, the methodology is applied to a set of banks in an advanced emerging market economy.

A Framework For Macroprudential Bank Solvency Stress Testing


Author : Mr. Andreas A. Jobst
language : en
Publisher: International Monetary Fund
Release Date : 2013-03-13


PDF Download A Framework For Macroprudential Bank Solvency Stress Testing Books For free written by Mr. Andreas A. Jobst and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-13 with Business & Economics categories.


The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risks and vulnerabilities. Since then, IMF staff has developed more robust stress testing methods and models and adopted a more coherent and consistent approach. This paper articulates the solvency stress testing framework that is being applied in the IMF’s surveillance of member countries’ banking systems, and discusses examples of its actual implementation in FSAPs to 18 countries which are in the group comprising the 25 most systemically important financial systems (“S-25”) plus other G-20 countries. In doing so, the paper also offers useful guidance for readers seeking to develop their own stress testing frameworks and country authorities preparing for FSAPs. A detailed Stress Test Matrix (STeM) comparing the stress test parameters applie in each of these major country FSAPs is provided, together with our stress test output templates.

Lessons From The Financial Crisis


Author : Robert W. Kolb
language : en
Publisher: John Wiley & Sons
Release Date : 2010-09-09


PDF Download Lessons From The Financial Crisis Books For free written by Robert W. Kolb and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09-09 with Business & Economics categories.


The world's best financial minds help us understand today's financial crisis With so much information saturating the market for the everyday investor, trying to understand why the economic crisis happened and what needs to be done to fix it can be daunting. There is a real need, and demand, from both investors and the financial community to obtain answers as to what really happened and why. Lessons from the Financial Crisis brings together the leading minds in the worlds of finance and academia to dissect the crisis. Divided into three comprehensive sections-The Subprime Crisis; The Global Financial Crisis; and Law, Regulation, the Financial Crisis, and The Future-this book puts the events that have transpired in perspective, and offers valuable insights into what we must do to avoid future missteps. Each section is comprised of chapters written by experienced contributors, each with his or her own point of view, research, and conclusions Examines the market collapse in detail and explores safeguards to stop future crises Encompasses the most up-to-date analysis from today's leading financial minds We currently face a serious economic crisis, but in understanding it, we can overcome the challenges it presents. This well-rounded resource offers the best chance to get through the current situation and learn from our mistakes.

Towards An Operational Framework For Financial Stability


Author : C. E. V. Borio
language : en
Publisher:
Release Date : 2009


PDF Download Towards An Operational Framework For Financial Stability Books For free written by C. E. V. Borio and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Economic forecasting categories.




Portfolio Credit Risk And Macroeconomic Shocks


Author :
language : en
Publisher: International Monetary Fund
Release Date : 2006


PDF Download Portfolio Credit Risk And Macroeconomic Shocks Books For free written by and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Bank capital categories.