Introduction to Applied Stress Testing:
Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests, and illustrate their strengths and weaknesses. Using an Excel-based exercise with institution-b...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2007
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Schriftenreihe: | IMF Working Papers
Working Paper No. 07/59 |
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 a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests, and illustrate their strengths and weaknesses. Using an Excel-based exercise with institution-by-institution data, readers are walked through stress testing for credit risk, interest rate and exchange rate risks, liquidity risk and contagion risk, and are guided in the design of stress testing scenarios. The paper also describes the links between stress testing and other analytical tools, such as financial soundness indicators and supervisory early warning systems. Furthermore, it includes surveys of stress testing practices in central banks and the IMF |
Beschreibung: | 1 Online-Ressource (74 p) |
ISBN: | 1451866232 9781451866230 |
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spelling | Cihák, Martin Verfasser aut Introduction to Applied Stress Testing Cihák, Martin Washington, D.C International Monetary Fund 2007 1 Online-Ressource (74 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 07/59 Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests, and illustrate their strengths and weaknesses. Using an Excel-based exercise with institution-by-institution data, readers are walked through stress testing for credit risk, interest rate and exchange rate risks, liquidity risk and contagion risk, and are guided in the design of stress testing scenarios. The paper also describes the links between stress testing and other analytical tools, such as financial soundness indicators and supervisory early warning systems. Furthermore, it includes surveys of stress testing practices in central banks and the IMF Online-Ausg http://elibrary.imf.org/view/IMF001/03800-9781451866230/03800-9781451866230/03800-9781451866230.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Cihák, Martin Introduction to Applied Stress Testing |
title | Introduction to Applied Stress Testing |
title_auth | Introduction to Applied Stress Testing |
title_exact_search | Introduction to Applied Stress Testing |
title_exact_search_txtP | Introduction to Applied Stress Testing |
title_full | Introduction to Applied Stress Testing Cihák, Martin |
title_fullStr | Introduction to Applied Stress Testing Cihák, Martin |
title_full_unstemmed | Introduction to Applied Stress Testing Cihák, Martin |
title_short | Introduction to Applied Stress Testing |
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