01604cas a2200253 a 4500 AALejournalIMF013983 230101c9999 xx r poo 0 0eng d 5.00 USD 9781475518115 1018-5941 BD-DhAAL BD-DhAAL Hardy, Daniel. Rules of Thumb for Bank Solvency Stress Testing / Daniel Hardy, Christian Schmieder. Washington, D.C. : International Monetary Fund, 2013. 1 online resource (67 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students Rules of thumb can be useful in undertaking quick, robust, and readily interpretable bank stress tests. Such rules of thumb are proposed for the behavior of banks' capital ratios and key drivers thereof-primarily credit losses, income, credit growth, and risk weights-in advanced and emerging economies, under more or less severe stress conditions. The proposed rules imply disproportionate responses to large shocks, and can be used to quantify the cyclical behaviour of capital ratios under various regulatory approaches. Mode of access: Internet Schmieder, Christian. IMF Working Papers; Working Paper ; No. 2013/232 Full text available on IMF http://elibrary.imf.org/view/journals/001/2013/232/001.2013.issue-232-en.xml IMF e-Library