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Stressing to Breaking Point: Interpreting Stress Test Results

Stressing to Breaking Point: Interpreting Stress Test Results by DeLisle Worrell
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This paper illustrates how stress tests of banking systems may be designed to evaluate banks' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolvent. This approach offers useful insight and guidance for regulatory policy and intervention, using existing methodology and data. The illustrations presented in this paper are a small sample of the wide variety of shocks, scenarios, and assumptions to which this approach may be applied.
International Monetary Fund; June 2008
18 pages; ISBN 9781452738994
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Title: Stressing to Breaking Point: Interpreting Stress Test Results
Author: DeLisle Worrell