Stress Tests for Defined Benefit Pension Plans: A Primer
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 template with institution-sp...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2011
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Schriftenreihe: | IMF Working Papers
Working Paper No. 11/29 |
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 template with institution-specific data, readers are walked through the basics of liability valuation and stress testing of assets and liabilities of a typical defined benefit plan |
Beschreibung: | 1 Online-Ressource (70 p) |
ISBN: | 1455216763 9781455216765 |
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spelling | Impavido, Gregorio Verfasser aut Stress Tests for Defined Benefit Pension Plans A Primer Impavido, Gregorio Washington, D.C International Monetary Fund 2011 1 Online-Ressource (70 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 11/29 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 template with institution-specific data, readers are walked through the basics of liability valuation and stress testing of assets and liabilities of a typical defined benefit plan Online-Ausg http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Impavido, Gregorio Stress Tests for Defined Benefit Pension Plans A Primer |
title | Stress Tests for Defined Benefit Pension Plans A Primer |
title_auth | Stress Tests for Defined Benefit Pension Plans A Primer |
title_exact_search | Stress Tests for Defined Benefit Pension Plans A Primer |
title_exact_search_txtP | Stress Tests for Defined Benefit Pension Plans A Primer |
title_full | Stress Tests for Defined Benefit Pension Plans A Primer Impavido, Gregorio |
title_fullStr | Stress Tests for Defined Benefit Pension Plans A Primer Impavido, Gregorio |
title_full_unstemmed | Stress Tests for Defined Benefit Pension Plans A Primer Impavido, Gregorio |
title_short | Stress Tests for Defined Benefit Pension Plans |
title_sort | stress tests for defined benefit pension plans a primer |
title_sub | A Primer |
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