Sweden (Record no. 156511)
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000 -LEADER | |
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fixed length control field | 02196nam a22003734a 4500 |
001 - CONTROL NUMBER | |
control field | 1SWEEA2011009 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | IMF |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20190405174701.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
fixed length control field | m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr cn||||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 020129s2011 dcu o i00 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 146390357X : |
Terms of availability | 18.00 USD |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Cancelled/invalid ISBN | 9781463903572 |
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER | |
International Standard Serial Number | 1934-7685 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.5089/9781463903572.002 |
Source of number or code | doi |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (IMF)1SWEEA2011009 |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | DcWaIMF |
Language of cataloging | eng |
110 2# - MAIN ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | International Monetary Fund. |
245 10 - TITLE STATEMENT | |
Title | Sweden |
Medium | [electronic resource] : |
Remainder of title | Financial Sector Assessment Program Update: Technical Note on Contingent Claims Analysis Approach to Measure Risk and Stress Test the Swedish Banking Sector. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc | Washington, D.C. : |
Name of publisher, distributor, etc | International Monetary Fund, |
Date of publication, distribution, etc | 2011. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 1 online resource (33 p.) |
490 1# - SERIES STATEMENT | |
Series statement | IMF Staff Country Reports; Country Report ; |
Volume number/sequential designation | No. 11/286 |
520 3# - SUMMARY, ETC. | |
Summary, etc | This paper describes the application of contingent claims analysis (CCA) and systemic CCA to the top four commercial banks in Sweden. The balance sheet stress tests for four major banks were complemented with tests based on the CCA framework, a risk-adjusted balance sheet relating bank asset values to equity value, default risk, and bank funding costs. Even though the results show that banks are found to be resilient to shocks, more work on systemic risk models could help analyze systemic risk under stress scenarios. |
588 ## - SOURCE OF DESCRIPTION NOTE | |
Source of description note | Description based on print version record. |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Bank Assets |
Source of heading or term | imf |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Bank Creditors |
Source of heading or term | imf |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Banking |
Source of heading or term | imf |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Correlation |
Source of heading or term | imf |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability |
Source of heading or term | imf |
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
Geographic name | Sweden |
Source of heading or term | imf |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Print Version: |
Title | Sweden : Financial Sector Assessment Program Update: Technical Note on Contingent Claims Analysis Approach to Measure Risk and Stress Test the Swedish Banking Sector |
Place, publisher, and date of publication | Washington, D.C. : International Monetary Fund, 2011. |
International Standard Book Number | 9781463903572 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | IMF Staff Country Reports; Country Report ; |
Volume number/sequential designation | No. 11/286 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://elibrary.imf.org/view/IMF002/12192-9781463903572/12192-9781463903572/12192-9781463903572.xml">http://elibrary.imf.org/view/IMF002/12192-9781463903572/12192-9781463903572/12192-9781463903572.xml</a> |
Public note | IMF e-Library |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://www.imfbookstore.org/IMFORG/9781463903572">http://www.imfbookstore.org/IMFORG/9781463903572</a> |
Public note | IMF Book Store |
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