Related Books

Handbook of Financial Stress Testing
Language: en
Pages: 729
Authors: J. Doyne Farmer
Categories: Mathematics
Type: BOOK - Published: 2022-04-14 - Publisher:

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Discover current uses and future development of stress tests, the most innovative regulatory tool to prevent and fight financial crises.
Stress-testing the Banking System
Language: en
Pages: 355
Authors: Mario Quagliariello
Categories: Business & Economics
Type: BOOK - Published: 2009-10-15 - Publisher: Cambridge University Press

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Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public a
Stress Testing at the IMF
Language: en
Pages: 73
Authors: Mr.Tobias Adrian
Categories: Business & Economics
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund

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This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps
Stress Testing Financial Systems
Language: en
Pages: 18
Authors: Mr.Matthew T Jones
Categories: Business & Economics
Type: BOOK - Published: 2004-09-27 - Publisher: International Monetary Fund

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Stress testing is becoming a widely used tool to assess potential vulnerabilities in a financial system. This booklet is intended to answer some of the basic qu
Stress Testing Financial Systems
Language: en
Pages: 39
Authors: Mr.Paul Louis Ceriel Hilbers
Categories: Business & Economics
Type: BOOK - Published: 2004-07-01 - Publisher: International Monetary Fund

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Stress testing is becoming a widely used tool to assess potential vulnerabilities in a financial system. This paper is intended to answer some of the basic ques