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...
| Main Authors: | , |
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| Format: | Working Paper |
| Language: | English |
| Published: |
World Bank, Washington, DC
2021
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| 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 |