A guide to IMF stress testing : methods and models /

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The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF staff over the years and that can be applied to the gamut of financial systems. An added resource for readers is the com...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Ong, Li Lian (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington, District of Columbia : International Monetary Fund, 2014.
Temas:
Efficient market theory.
Risk > Econometric models.
Risk assessment > Econometric models.
Hypothèse du marché efficient.
Risque > Modèles économétriques.
Évaluation du risque > Modèles économétriques.
BUSINESS & ECONOMICS > Finance.
Efficient market theory
Risk assessment > Econometric models
Risk > Econometric models
Banks
Contagion
Credit risk
Financial Crises
Global financial crisis
Liquidity risk
Mortgages
Other Depository Institutions
Stress testing
Acceso en línea:Texto completo
Descripción
Sumario:The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF staff over the years and that can be applied to the gamut of financial systems. An added resource for readers is the companion <a href=""http://www.elibrary.imf.org/page/stress-test-toolkit"">toolkit</a>, which makes available some of the macros and program codes used in the models
Descripción Física:1 online resource (610 pages) : illustrations (some color)
Bibliografía:Includes bibliographical references at the end of each chapters and index.
ISBN:9781475551297
1475551290
1484368584
9781484368589
1498381820
9781498381826

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