The Bank of England (BoE) has two mandates: a macroprudential mandate through the financial policy committee (FPC) and a microprudential mandate through the Prudential Regulation Authority (PRA). The stress testing program provides insights into both mandates. In October 2015, the BoE released a policy paper describing their current approach (BoE, 2015a), which guides the discussion in this Technical Note. The PRA's expectations on stress testing for capital planning are additionally set out in SS31/15.
To view this DRM protected ebook on your desktop or laptop you will need to have Adobe Digital Editions installed. It is a free software. We also strongly recommend that you sign up for an AdobeID at the Adobe website. For more details please see FAQ 1&2. To view this ebook on an iPhone, iPad or Android mobile device you will need the Adobe Digital Editions app, or BlueFire Reader or Txtr app. These are free, too. For more details see this article.
|Size: ||1.3 MB|
|Publisher: ||INTERNATIONAL MONETARY FUND|
|Date published: || 2016|
|ISBN: ||9781475517347 (DRM-PDF)|
|Read Aloud: ||not allowed|