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The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risks and vulnerabilities. Since then, IMF staff has developed more robust stress testing methods and models and adopted a more coherent and consistent approach. This paper articulates the solvency stress testing framework that is being applied in the IMF’s surveillance of member countries’ banking systems, and discusses examples of its actual implementation in FSAPs to 18 countries which are in the group comprising the 25 most systemically important financial systems (“S-25”) plus other G-20 countries. In doing so, the paper also offers useful guidance for readers seeking to develop their own stress testing frameworks and country authorities preparing for FSAPs. A detailed Stress Test Matrix (STeM) comparing the stress test parameters applie in each of these major country FSAPs is provided, together with our stress test output templates.

Banks and banking --- Bank protection. --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Finance --- Financial institutions --- Money --- Econometric models. --- Protection --- Bank examination --- Bank auditing --- Auditing --- Examinations --- E-books --- Banks and Banking --- Finance: General --- Financial Econometrics --- Field Experiments --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Financing Policy --- Financial Risk and Risk Management --- Capital and Ownership Structure --- Value of Firms --- Goodwill --- Financial Institutions and Services: Government Policy and Regulation --- General Financial Markets: Government Policy and Regulation --- Bankruptcy --- Liquidation --- Financial services law & regulation --- Stress testing --- Financial Sector Assessment Program --- Solvency stress testing --- Bank solvency --- Financial sector policy and analysis --- Basel III --- Financial regulation and supervision --- Financial risk management --- Financial services industry --- State supervision --- United Kingdom

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This study assesses the overall impact on credit of the financial regulatory reforms in Europe, Japan, and the United States. Long-term cost estimates are provided for Basel III capital and liquidity requirements, derivatives reforms, and higher taxes and fees. Overall, average lending rates in the base case would rise by 18 bps in Europe, 8 bps in Japan, and 28 bps in the United States. These results are similar to the official BIS assessments of Basel III and an OECD analysis, but lower as a result of including expense cuts and reductions in the returns required by investors. As a result, they are markedly lower than those of the IIF.

Financial institutions --- Bank capital --- Bank loans. --- Commercial law --- Bank credit --- Loans --- Banking law --- Law and legislation. --- Banks and banking --- Capital market --- Capital markets --- Market, Capital --- Finance --- Money market --- Securities --- Crowding out (Economics) --- Efficient market theory --- State supervision --- Law and legislation --- E-books --- Banks and Banking --- Finance: General --- Money and Monetary Policy --- Financial Risk Management --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Investment Banking --- Venture Capital --- Brokerage --- Ratings and Ratings Agencies --- Financial Institutions and Services: Government Policy and Regulation --- Financing Policy --- Financial Risk and Risk Management --- Capital and Ownership Structure --- Value of Firms --- Goodwill --- General Financial Markets: Government Policy and Regulation --- Monetary Policy, Central Banking, and the Supply of Money and Credit: General --- Financial Crises --- Financial services law & regulation --- Banking --- Monetary economics --- Economic & financial crises & disasters --- Liquidity requirements --- Basel III --- Credit --- Capital adequacy requirements --- Financial regulation and supervision --- Money --- Financial crises --- Asset requirements --- United States

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One of the most significant of the many challenges we face is how to sustain the production of food for a growing population without compromising the health of our planet. This book addresses the growing challenges of the interrelated issues of food security, social stability, and the increasing scarcity of the planet’s resources to propose sophisticated modeling innovations leading to practical approaches and solutions to multiple facets of these challenges.

tourism management --- hybrid method --- fruit fly optimization algorithm --- neural network --- web search data --- forecast of daily tourism demand --- optimization method --- robust optimization --- capital to risk asset ratio --- chance constraint --- safety-first principle --- Basel III --- capital requirements --- TOPSIS --- coordinated TOPSIS --- decision-making --- assessment --- coefficient of variation --- information entropy --- probabilistic analysis --- optimization --- Lagrange equations --- operations research --- bomb fragmentation --- digital supply chain --- smart contracts --- dynamic inventory --- revenue sharing contract --- dual-channel --- two sales periods --- channel structure strategy --- strategic consumers --- Nash game --- integrated --- production scheduling --- distribution --- large neighborhood search algorithm --- duality theory --- uncertain set --- logistics production --- inventory process --- balanced scorecard --- Bradley-Terry --- performance evaluation --- software factory --- multiple-criteria decision-making --- AHP --- value relevance --- book value --- abnormal earnings --- R &amp --- D --- panel data