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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 |
|---|---|
| Autores principales: | , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
©2008.
|
| Colección: | IMF working paper ;
WP/08/206. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Moretti, Marina, |e author. | |
| 245 | 1 | 0 | |a Stress testing at the IMF / |c prepared by Marina Moretti, Stéphanie Stolz, and Mark Swinburne. |
| 260 | |a Washington, D.C. : |b International Monetary Fund, |c ©2008. | ||
| 300 | |a 1 online resource (23 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 500 | |a At the head of title: Monetary and Capital Markets Department. | ||
| 500 | |a "September 2008." | ||
| 504 | |a Includes bibliographical references (pages 22-23). | ||
| 520 | |a 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. | ||
| 505 | 0 | 0 | |t International Monetary Fund. |
| 588 | 0 | |a Print version record. | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2011. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
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| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 610 | 1 | 7 | |a International Monetary Fund. |2 stw |
| 650 | 0 | |a Financial institutions |z Europe |x Evaluation. | |
| 650 | 0 | |a Risk assessment |z Europe |x Evaluation. | |
| 650 | 0 | |a Finance |z Europe |x Evaluation. | |
| 650 | 6 | |a Institutions financières |z Europe |x Évaluation. | |
| 650 | 6 | |a Évaluation du risque |z Europe |x Évaluation. | |
| 650 | 6 | |a Finances |z Europe |x Évaluation. | |
| 650 | 7 | |a Finance |x Evaluation |2 fast | |
| 650 | 7 | |a Financial institutions |x Evaluation |2 fast | |
| 651 | 7 | |a Europe |2 fast |1 https://id.oclc.org/worldcat/entity/E39PBJxCxPbbk4CPJDQJb4r6rq | |
| 650 | 7 | |a Finanzsektor. |2 stw | |
| 650 | 7 | |a Marktrisiko. |2 stw | |
| 650 | 7 | |a Kreditrisiko. |2 stw | |
| 650 | 7 | |a Welt. |2 stw | |
| 700 | 1 | |a Stolz, Stephanie Marie, |e author. | |
| 700 | 1 | |a Swinburne, Mark, |e author. | |
| 710 | 2 | |a International Monetary Fund. |b Monetary and Capital Markets Department. | |
| 758 | |i has work: |a Stress testing at the IMF (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGQ6vmhV8Mw3KHhjg6BVYd |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Moretti, Marina. |t Stress testing at the IMF. |d Washington, D.C. : International Monetary Fund, ©2008 |w (OCoLC)314399922 |
| 830 | 0 | |a IMF working paper ; |v WP/08/206. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1605849 |z Texto completo |
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