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...

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Bibliografiska uppgifter
Huvudupphovsman: Cihak, Martin
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2007.
Serie:IMF Working Papers; Working Paper ; No. 2007/059
Länkar:Full text available on IMF