A guide to IMF stress testing : methods and models /

Show other versions (1)

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...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Ong, Li Lian (Editor)
Format: Electronic eBook
Language:Inglés
Published: Washington, District of Columbia : International Monetary Fund, 2014.
Subjects:
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
Online Access:Texto completo

Internet

Texto completo

Items no disponibles

Holdings details from

Similar Items