The need for "un-consolidating" consolidated banks' stress tests / prepared by Eugenio Cerutti and Christian Schmieder.

The recent crisis has spurred the use of stress tests as a (crisis) management and early warning tool. However, a weakness is that they omit potential risks embedded in the banking groups' geographical structures by assuming that capital and liquidity are available wherever they are needed with...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Cerutti, Eugenio
Corporate Author:	International Monetary Fund. Research Department
Other Authors:	Schmieder, Christian, 1976-
Format:	eBook
Language:	English
Published:	[Washington, D.C.] : International Monetary Fund, ©2012.
Series:	IMF working paper ; WP/12/288.
Subjects:	Banks and banking. Risk assessment.