Brazil: Technical Note on Stress Testing the Banking Sector

International Monetary Fund

No 2013/147, IMF Staff Country Reports from International Monetary Fund

Abstract: In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discussions with government officials, is published at the option of the member country.

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 (search for similar items in EconPapers)
Pages: 47
Date: 2013-06-06
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Citations: View citations in EconPapers (1)

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