TY - BOOK ID - 84658731 TI - A Framework for Macroprudential Bank Solvency Stress Testing : Application to S-25 and Other G-20 Country FSAPs AU - Jobst, Andreas. AU - Ong, Li. AU - Schmieder, Christian. PY - 2013 SN - 1557753423 1475573928 1299461921 1475569513 9781475569513 9781616355074 1616355077 PB - Washington, D.C. : International Monetary Fund, DB - UniCat KW - Banks and banking KW - Bank protection. KW - Agricultural banks KW - Banking KW - Banking industry KW - Commercial banks KW - Depository institutions KW - Finance KW - Financial institutions KW - Money KW - Econometric models. KW - Protection KW - Bank examination KW - Bank auditing KW - Auditing KW - Examinations KW - E-books KW - Banks and Banking KW - Finance: General KW - Financial Econometrics KW - Field Experiments KW - Banks KW - Depository Institutions KW - Micro Finance Institutions KW - Mortgages KW - Financing Policy KW - Financial Risk and Risk Management KW - Capital and Ownership Structure KW - Value of Firms KW - Goodwill KW - Financial Institutions and Services: Government Policy and Regulation KW - General Financial Markets: Government Policy and Regulation KW - Bankruptcy KW - Liquidation KW - Financial services law & regulation KW - Stress testing KW - Financial Sector Assessment Program KW - Solvency stress testing KW - Bank solvency KW - Financial sector policy and analysis KW - Basel III KW - Financial regulation and supervision KW - Financial risk management KW - Financial services industry KW - State supervision KW - United Kingdom UR - https://www.unicat.be/uniCat?func=search&query=sysid:84658731 AB - 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. ER -