European Union: Publication of Financial Sector Assessment Program Documentation—Technical Note on Stress Testing of Banks
Electronic Access:
Free Download. Use the free Adobe Acrobat Reader to view this PDF file
Summary:
This article summarizes the European Union’s stress testing exercises and future priorities. The 2011 solvency stress testing was marked by methodology and data. The exercise forced banks to increase the quality and quantity of capitalization. This test has many controversial issues, but the benefits of this bold approach overshadow the risks. Several stress testing exercises have filled the pages of literature; an additional stress test is reviewed here.
Series:
Country Report No. 2013/068
Subject:
Banking External balance assessment (EBA) External position Financial sector policy and analysis Financial statements Liquidity stress testing Public financial management (PFM) Solvency stress testing Stress testing
English
Publication Date:
March 15, 2013
ISBN/ISSN:
9781475533408/1934-7685
Stock No:
1EUREA2013004
Pages:
32
Please address any questions about this title to publications@imf.org