Stress Testing Financial Systems:
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 questions that may arise as part of the process of stress testing. The pamphlet begins with a discussion of stress testing in a financial syst...
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2004
|
Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
Zusammenfassung: | 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 questions that may arise as part of the process of stress testing. The pamphlet begins with a discussion of stress testing in a financial system context, highlighting some of the differences between stress tests of systems and of individual portfolios. The booklet provides an overview of the process itself, from identifying vulnerabilities, to constructing scenarios, to interpreting the results. The experience of the IMF in conducting stress testing as part of the Financial Sector Assessment Program (FSAP) is also discussed |
Beschreibung: | 1 Online-Ressource (15 p) |
ISBN: | 158906402X 9781589064027 |
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spelling | Jones, Matthew T. Verfasser aut Stress Testing Financial Systems Jones, Matthew T Washington, D.C International Monetary Fund 2004 1 Online-Ressource (15 p) txt rdacontent c rdamedia cr rdacarrier 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 questions that may arise as part of the process of stress testing. The pamphlet begins with a discussion of stress testing in a financial system context, highlighting some of the differences between stress tests of systems and of individual portfolios. The booklet provides an overview of the process itself, from identifying vulnerabilities, to constructing scenarios, to interpreting the results. The experience of the IMF in conducting stress testing as part of the Financial Sector Assessment Program (FSAP) is also discussed Online-Ausg Hilbers, Paul Louis Ceriel Sonstige oth http://elibrary.imf.org/view/IMF073/06525-9781589064027/06525-9781589064027/06525-9781589064027.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Jones, Matthew T. Stress Testing Financial Systems |
title | Stress Testing Financial Systems |
title_auth | Stress Testing Financial Systems |
title_exact_search | Stress Testing Financial Systems |
title_exact_search_txtP | Stress Testing Financial Systems |
title_full | Stress Testing Financial Systems Jones, Matthew T |
title_fullStr | Stress Testing Financial Systems Jones, Matthew T |
title_full_unstemmed | Stress Testing Financial Systems Jones, Matthew T |
title_short | Stress Testing Financial Systems |
title_sort | stress testing financial systems |
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