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...
| Hlavní autor: | |
|---|---|
| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2007.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2007/059 |
| On-line přístup: | Full text available on IMF |