Measuring Systemic Banking Resilience : A Simple Reverse Stress Testing Approach

Measuring Systemic Banking Resilience : A Simple Reverse Stress Testing Approach

Reverse stress tests can be a useful tool to evaluate bank resilience to a credit shock, especially in environments where financial data are limited or opaque. This paper develops a simple and transparent country-level banking sector resilience ind...

Full description

Bibliographic Details
Main Authors: Feyen, Erik, Mare, Davide Salvatore
Format: Working Paper
Language:English
Published: World Bank, Washington, DC 2021
Subjects:
BANK CAPITAL
BANKING SYSTEM
FINANCIAL STABILITY
EARLY WARNING SYSTEMS
SYSTEMIC RISK
Online Access:http://documents.worldbank.org/curated/undefined/696701638211617923/Measuring-Systemic-Banking-Resilience-A-Simple-Reverse-Stress-Testing-Approach
http://hdl.handle.net/10986/36640

Internet

http://documents.worldbank.org/curated/undefined/696701638211617923/Measuring-Systemic-Banking-Resilience-A-Simple-Reverse-Stress-Testing-Approach
http://hdl.handle.net/10986/36640

Similar Items