The Bank of England has published a discussion paper titled A framework for stress testing the UK banking system: see here (pdf). The paper sets out the main features of the Bank's proposed stress-testing framework, the purpose of which is provide a quantitative, forward-looking assessment of the capital adequacy of the UK banking system and individual institutions within it.
Wednesday, 2 October 2013
UK: Bank of England publishes stress testing framework discussion paper
The Bank of England has published a discussion paper titled A framework for stress testing the UK banking system: see here (pdf). The paper sets out the main features of the Bank's proposed stress-testing framework, the purpose of which is provide a quantitative, forward-looking assessment of the capital adequacy of the UK banking system and individual institutions within it.
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