Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experiences
The paper has three objectives. After a general introduction to some of the concepts and basic techniques of stress testing, the paper gives an overview of some of the conceptual issues involved in evaluating risks at the aggregated level of financial systems. Second, this study provides a basic fra...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2001
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Schriftenreihe: | IMF Working Papers
Working Paper No. 01/88 |
Online-Zugang: | BSB01 FAN01 FHA01 FKE01 FLA01 FNU01 LCO01 SBG01 SBR01 TUM01 UBA01 UBG01 UBM01 UBR01 UBT01 UBW01 UBY01 UEI01 UER01 UPA01 Volltext |
Zusammenfassung: | The paper has three objectives. After a general introduction to some of the concepts and basic techniques of stress testing, the paper gives an overview of some of the conceptual issues involved in evaluating risks at the aggregated level of financial systems. Second, this study provides a basic framework and toolkit for conducting stress tests. Finally, the paper reviews some of the stress-testing analyses conducted in the context of the Financial Sector Assessment Program (FSAP) and suggests simplified approaches to deal with situations where the quantity and quality of the data is less than ideal |
Beschreibung: | 1 Online-Ressource (56 p) |
ISBN: | 1451851162 9781451851168 |
Internformat
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id | DE-604.BV048347316 |
illustrated | Not Illustrated |
index_date | 2024-07-03T20:13:23Z |
indexdate | 2024-07-10T09:35:31Z |
institution | BVB |
isbn | 1451851162 9781451851168 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033726584 |
oclc_num | 1337136440 |
open_access_boolean | |
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record_format | marc |
series2 | IMF Working Papers |
spelling | Martínez Pería, María Soledad 1970- Verfasser (DE-588)138926514 aut Stress Testing of Financial Systems An Overview of Issues, Methodologies, and FSAP Experiences Martinez Peria, Maria Soledad Washington, D.C International Monetary Fund 2001 1 Online-Ressource (56 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 01/88 The paper has three objectives. After a general introduction to some of the concepts and basic techniques of stress testing, the paper gives an overview of some of the conceptual issues involved in evaluating risks at the aggregated level of financial systems. Second, this study provides a basic framework and toolkit for conducting stress tests. Finally, the paper reviews some of the stress-testing analyses conducted in the context of the Financial Sector Assessment Program (FSAP) and suggests simplified approaches to deal with situations where the quantity and quality of the data is less than ideal Online-Ausg Blaschke, Winfrid Sonstige oth Jones, Matthew T. Sonstige oth Majnoni, Giovanni 1954- Sonstige (DE-588)128523069 oth http://elibrary.imf.org/view/IMF001/06527-9781451851168/06527-9781451851168/06527-9781451851168.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Martínez Pería, María Soledad 1970- Stress Testing of Financial Systems An Overview of Issues, Methodologies, and FSAP Experiences |
title | Stress Testing of Financial Systems An Overview of Issues, Methodologies, and FSAP Experiences |
title_auth | Stress Testing of Financial Systems An Overview of Issues, Methodologies, and FSAP Experiences |
title_exact_search | Stress Testing of Financial Systems An Overview of Issues, Methodologies, and FSAP Experiences |
title_exact_search_txtP | Stress Testing of Financial Systems An Overview of Issues, Methodologies, and FSAP Experiences |
title_full | Stress Testing of Financial Systems An Overview of Issues, Methodologies, and FSAP Experiences Martinez Peria, Maria Soledad |
title_fullStr | Stress Testing of Financial Systems An Overview of Issues, Methodologies, and FSAP Experiences Martinez Peria, Maria Soledad |
title_full_unstemmed | Stress Testing of Financial Systems An Overview of Issues, Methodologies, and FSAP Experiences Martinez Peria, Maria Soledad |
title_short | Stress Testing of Financial Systems |
title_sort | stress testing of financial systems an overview of issues methodologies and fsap experiences |
title_sub | An Overview of Issues, Methodologies, and FSAP Experiences |
url | http://elibrary.imf.org/view/IMF001/06527-9781451851168/06527-9781451851168/06527-9781451851168.xml |
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