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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Cihak, Martin
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2007.
سلاسل:IMF Working Papers; Working Paper ; No. 2007/059
الوصول للمادة أونلاين:Full text available on IMF