314
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

Stress Testing Exposure of Banks to Sectors of the Ghanaian Economy

&

References

  • Acemoglu, D., Ozdaglar, A., and Tahbaz-Salehi, A. (2015). Systemic risk and stability in financial networks. American Economic Review, 105(2), 564–608
  • Acharya, V. V. (2013). Adapting micro prudential regulation for emerging markets. In O. Canuto & S. Ghosh (Eds.), Dealing with the challenges of macro financial linkages in emerging markets (pp. 57–89). Washington DC: World Bank.
  • African Development Bank. (2011). Portfolio credit risk, Tunis: African Development Bank.
  • Bank for International Settlements. (2009). Principles for sound stress testing practices and supervision. Basel: Bank for International Settlements.
  • Bank of Ghana. (2005a). Guide for reporting institutions. Accra: Bank of Ghana.
  • Bank of Ghana. (2005b). Manual of accounting for banks. Accra: Bank of Ghana.
  • Bank of Ghana. (2009, September). Stress testing the banking system. A Presentation made by the Monetary Policy Analysis and Financial Stability Department at the 36th MPC Meeting, Accra.
  • Bank of Ghana. (2010). Bank of Ghana monetary policy report: Financial stability report, Technical report no. 5(4)/2010. Accra: Bank of Ghana.
  • Bank of Ghana. (2014). Financial stability report. Bank of Ghana Monetary Policy Report, Technical report no. 5(2)/2014. Accra: Bank of Ghana.
  • Basel Committee on Banking Supervision. (2006). International convergence of capital measurement and capital standards: A revised framework comprehensive version. Basel: Bank for International Settlements.
  • Bernanke, B. S. (2013, April). Stress testing banks: What have we learned? Remarks at “Maintaining Financial Stability: Holding a Tiger by the Tail,” Financial Markets Conference, Federal Reserve Bank of Atlanta, Stone Mountain, Georgia.
  • Blaauw, A. J. (2009). The case for stress testing in Nigerian banks. Retrieved from http://www.ubagroup.com/upload/docs/the-case-for-stress-testing-in_Z6YKG_20120806023544r67duf2by3.pdf
  • Buncic, D., & Melecky, M. (2008). Macroprudential stress testing of credit risk: A practical approach for policy makers. Journal of Financial Stability, 9, 347–370.
  • Bunn, P., Cunningham, A., & Drehmann, M. (2005). Stress testing as a tool for assessing systemic risks. London: Bank of England.
  • Citifmonline, (2016). Ghana interbank market: Face value of transactions – overnight lending and placements. Retrieved April 30, 2017, from http://citifmonline.com/2016/11/18/banks-find-innovative-ways-to-manage-liquidity/
  • Committee of European Banking Supervisors. (2010). Seven banks fail Europe stress test. Retrieved July 23, 2010, from https://www.eba.europa.eu/documents/10180/15938/Summaryreport.pdf/95030af2-7b52-4530-afe1-f067a895d163
  • Demekas, D. G. (2015). Designing effective macro-prudential stress tests: Progress so far and the way forward (International Monetary Fund [IMF] Working Paper WP/15/146). Washington, DC: IMF.
  • Disyatat, P. (2001). Currency crises and the real economy: The role of banks ( IMF Working Paper No. 01/49). Washington DC: IMF.
  • Havrylchyk, O. (2010). A macroeconomic credit risk model for stress testing the South African banking sector ( MPRA Paper No. 21639). Retrieved from https://mpra.ub.uni-muenchen.de/21639/
  • IMF. (2014). ‘Ghana 2014 Article IV consultation – staff report; press release; and statement by the Executive Director for Ghana’, in IMF Country Report No. 14/129 ( pp. 1-34). Washington, DC: IMF.
  • Monetary and Capital Markets Department of the IMF. (2012, August). Macrofinancial stress testing: Principles and practices [podcast]. Retrieved from http://www.imf.org/external/np/pp/eng/2012/082212.pdf

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.