Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10003387317
Persistent link: https://www.econbiz.de/10010259568
Persistent link: https://www.econbiz.de/10002196290
Persistent link: https://www.econbiz.de/10002495124
Persistent link: https://www.econbiz.de/10012372929
Persistent link: https://www.econbiz.de/10012373002
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...
Persistent link: https://www.econbiz.de/10012154975
Persistent link: https://www.econbiz.de/10003857962
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...
Persistent link: https://www.econbiz.de/10012843509