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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Detalhes bibliográficos
Autor principal: Impavido, Gregorio
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2011.
Colecção:IMF Working Papers; Working Paper ; No. 2011/029
Acesso em linha:Full text available on IMF