Holdings: Stress Tests for Defined Benefit Pension Plans

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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Main Author:	Impavido, Gregorio (Author)
Format:	Electronic eBook
Language:	English
Published:	Washington, D.C International Monetary Fund 2011
Series:	IMF Working Papers Working Paper No. 11/29
Online Access:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Summary:	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
Physical Description:	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
url	http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
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