BANK VULNERABILITY AND FINANCIAL SOUNDNESS TESTING: THE BANK RESILIENCE INDEX
The paper presents a stochastic method to test the soundness of accounting based solvency of banks, over a five-year period, and to define a proper capital adequacy level inductively, from a very limited subset of balance sheet indicators. A review of the literature about stress testing and capital...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2017-01-01
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| Series: | Ekonomika |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/ekonomika/article/view/10328 |