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...

Full description

Saved in:
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: