Macroprudential stress testing of credit risk : a practical approach for policy makers (anglais)

Drawing on the lessons from the global financial crisis and especially from its impact on the banking systems of Eastern Europe, the paper proposes a new practical approach to macroprudential stress testing. The proposed approach incorporates: (i) macroeconomic stress scenarios generated from both a country specific statistical model and historical cross-country crises experience; (ii) indirect credit risk due to foreign currency exposures of unhedged...
Voir la suite

INFORMATION

Voir la suite

TÉLÉCHARGER

RAPPORT COMPLET

Version officielle du document (peut inclure des signatures etc…)

  • Version officielle (PDF)

  • TXT*

  • Total Downloads** : 1878

  • Download Stats

  • *La version texte est une version à reconnaissance optique de caractères non-corrigée. Cette version est fournie uniquement pour accommoder les utilisateurs disposant de connections lentes.

BOLETÍN DEL BANCO MUNDIAL

This document is being processed or is not available.