Russian Federation : Technical Note on Stress Testing of the Banking Sector »
Journal Issue
Volume/Issue: 2011/334
Series: IMF Staff Country Reports
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 29 November 2011
DOI: http://dx.doi.org/10.5089/9781463925901.002
ISBN: 9781463925901
Keywords: capital adequacy, banking, capital ratio, banking sector, foreign exchange
This technical note focuses on the stress testing exercise in 2010 for the financial sector assessment program based on the existing approaches of the Central Bank of Russia, as well as a separate bottom-up exercis...