Sovereign Risk in Macroprudential Solvency Stress Testing /
This paper explains the treatment of sovereign risk in macroprudential solvency stress testing, based on the experiences in the Financial Sector Assessment Program (FSAP). We discuss four essential steps in assessing the system-wide impact of sovereign risk: scope, loss estimation, shock calibration...
| Yazar: | |
|---|---|
| Diğer Yazarlar: | |
| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2019.
|
| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 2019/266 |
| Online Erişim: | Full text available on IMF |