000			02196nam a22003734a 4500
001			1SWEEA2011009
003			IMF
005			20190405174701.0
006			m o d
007			cr cn|||||||||
008			020129s2011 dcu o i00 0 eng d
020			_a146390357X : _c18.00 USD
020			_z9781463903572
022			_a1934-7685
024	7		_a10.5089/9781463903572.002 _2doi
035			_a(IMF)1SWEEA2011009
040			_aDcWaIMF _beng
110	2		_aInternational Monetary Fund.
245	1	0	_aSweden _h[electronic resource] : _bFinancial Sector Assessment Program Update: Technical Note on Contingent Claims Analysis Approach to Measure Risk and Stress Test the Swedish Banking Sector.
260			_aWashington, D.C. : _bInternational Monetary Fund, _c2011.
300			_a1 online resource (33 p.)
490	1		_aIMF Staff Country Reports; Country Report ; _vNo. 11/286
520	3		_aThis 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			_aDescription based on print version record.
650		7	_aBank Assets _2imf
650		7	_aBank Creditors _2imf
650		7	_aBanking _2imf
650		7	_aCorrelation _2imf
650		7	_aProbability _2imf
651		7	_aSweden _2imf
776	0	8	_iPrint Version: _tSweden : Financial Sector Assessment Program Update: Technical Note on Contingent Claims Analysis Approach to Measure Risk and Stress Test the Swedish Banking Sector _dWashington, D.C. : International Monetary Fund, 2011. _z9781463903572
830		0	_aIMF Staff Country Reports; Country Report ; _vNo. 11/286
856	4	0	_uhttp://elibrary.imf.org/view/IMF002/12192-9781463903572/12192-9781463903572/12192-9781463903572.xml _zIMF e-Library
856	4	0	_uhttp://www.imfbookstore.org/IMFORG/9781463903572 _zIMF Book Store
999			_c156511 _d156511