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Source: Russian Federation : Technical Note on Stress Testing of the Banking Sector

Volume/Issue: 2011/334

Series: IMF Staff Country Reports

Author(s): International Monetary Fund


Publication Date: 29 November 2011

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...