Brazil: Technical Note on Stress Testing the Banking Sector
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- Ms. Yuliya Makarova & Ms. Anna Ilyina & Mr. Christian Schmieder & Mr. Eugenio M Cerutti, 2010. "Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks," IMF Working Papers 2010/247, International Monetary Fund.
- Mr. Christian Schmieder & Maher Hasan & Mr. Claus Puhr, 2011. "Next Generation Balance Sheet Stress Testing," IMF Working Papers 2011/083, International Monetary Fund.
- Mr. Claus Puhr & Mr. Andre O Santos & Mr. Christian Schmieder & Salih N. Neftci & Mr. Benjamin Neudorfer & Mr. Stefan W. Schmitz & Mr. Heiko Hesse, 2012. "Next Generation System-Wide Liquidity Stress Testing," IMF Working Papers 2012/003, International Monetary Fund.
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Cited by:
- Nyasha Sheilla & Odhiambo Nicholas M., 2017. "Bank Versus Stock Market Development in Brazil: An ARDL Bounds Testing Approach," South East European Journal of Economics and Business, Sciendo, vol. 12(1), pages 7-21, April.
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Keywords
ISCR; CR; bank; income; capital; rate; asset; risk; solvency; baseline condition; maturity mismatch; asset quality; underwriting bank; hurdle rate; exchange bank; customer base; security holding; Personal income; Stress testing; Credit; Capital adequacy requirements; Credit risk; Global;All these keywords.
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