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Stress testing at the IMF /
For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FS...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
©2008.
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| Colección: | IMF working paper ;
WP/08/206. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FSAP). It provides background on the nature of an FSAP and the role of macro stress testing within it. It also describes how the methodology of stress testing in FSAPs has been evolving and what are fairly common approaches now being used. Finally, it discusses the main strengths and challenges for future development of macro stress testing in FSAPs and provides an overview of stress testing practice in European FSAPs. |
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| Notas: | At the head of title: Monetary and Capital Markets Department. "September 2008." |
| Descripción Física: | 1 online resource (23 pages) |
| Bibliografía: | Includes bibliographical references (pages 22-23). |
| ISBN: | 1282841572 9781282841574 1462365884 9781462365883 1451870647 9781451870640 9786612841576 6612841575 1451996365 9781451996364 |