The Need for "Un-consolidating" Consolidated Banks' Stress Tests

Author:

Cerutti Eugenio,Schmieder Christian, ,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference11 articles.

1. A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing;Taleb;IMF Working Paper no. 12/216,2012

2. Internal Capital Markets and Lending by Multinational Bank Subsidiaries;De Haas;Journal of Financial Intermediation,2010

3. On Runes and Sagas: Perspective on Liquidity Stress Testing Using an Iceland Example;Ong;IMF Working Paper, WP/10/156,2010

4. Rules of Thumb for Solvency Stress Tests with a global case study;Hardy;forthcoming IMF Working Paper,2012

5. Bankers without Borders? Implications of Ring-Fencing for European Cross-Border Banks;Cerutti;IMF Working Paper No. 10/247,2010

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