Introduction to Applied Stress Testing /

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...

书目详细资料
主要作者:	Cihak, Martin
格式:	杂志
语言:	English
出版:	Washington, D.C. : International Monetary Fund, 2007.
丛编:	IMF Working Papers; Working Paper ; No. 2007/059
在线阅读:	Full text available on IMF

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