The Need for "Un-consolidating" Consolidated Banks' Stress Tests
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- Andreas Jobst & Ms. Li L Ong & Mr. Christian Schmieder, 2013. "A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs," IMF Working Papers 2013/068, International Monetary Fund.
- Mr. Eugenio M Cerutti, 2013. "Banks’ Foreign Credit Exposures and Borrowers’ Rollover Risks Measurement, Evolution and Determinants," IMF Working Papers 2013/009, International Monetary Fund.
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Keywords
WP; banking group; bank; capital; regulator; liquidity; Testing; Cross-border; banking; Stability; Ring-fencing; Subsidiaries; capital buffer; parent bank; host country regulator; bank subsidiary; bank loss; Stress testing; Countercyclical capital buffers; Foreign banks; Capital adequacy requirements; Cross-border banking; Global;All these keywords.
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