United Kingdom: Stress Testing the Banking Sector Technical Note

International Monetary Fund

No 2011/227, 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; Tier 1; capital ratio; nominal GDP; holding; bullet; capital; credit risk; rule; bank debt; leverage ratio; balance sheet; market risk; banking system; put option; Stress testing; Financial stability assessment; Capital adequacy requirements; Basel III; Financial Sector Assessment Program; Global; FSA guideline; cash flow (search for similar items in EconPapers)
Pages: 126
Date: 2011-08-03
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Citations: View citations in EconPapers (14)

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