Stress test on market risk: sensitivity of banks’ balance sheet structure to interest rate shocks
Stress tests, applied to the banking system, have been a tool widely used by several private and governmental institutions at the international level, especially after the global financial crisis. This tool assesses the resilience of banks to numerous macro-financial shocks in different dimensions....
Guardado en:
| Formato: | Nota de Investigación |
|---|---|
| Lenguaje: | English |
| Publicado: |
Banco Central de Chile
2020
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| Materias: | |
| Acceso en línea: | https://hdl.handle.net/20.500.12580/4861 https://ideas.repec.org/a/chb/bcchni/v20y2017i1p072-079.html |
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