Stress Testing of Financial Systems : An Overview of Issues, Methodologies, and FSAP Experiences /

The paper has three objectives. After a general introduction to some of the concepts and basic techniques of stress testing, the paper gives an overview of some of the conceptual issues involved in evaluating risks at the aggregated level of financial systems. Second, this study provides a basic fra...

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Bibliografische gegevens
Hoofdauteur: Martinez Peria, Maria
Andere auteurs: Blaschke, Winfrid, Jones, Matthew, Majnoni, Giovanni
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2001.
Reeks:IMF Working Papers; Working Paper ; No. 2001/088
Online toegang:Full text available on IMF
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100 1 |a Martinez Peria, Maria. 
245 1 0 |a Stress Testing of Financial Systems :   |b An Overview of Issues, Methodologies, and FSAP Experiences /  |c Maria Martinez Peria, Giovanni Majnoni, Matthew Jones, Winfrid Blaschke. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2001. 
300 |a 1 online resource (56 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a The paper has three objectives. After a general introduction to some of the concepts and basic techniques of stress testing, the paper gives an overview of some of the conceptual issues involved in evaluating risks at the aggregated level of financial systems. Second, this study provides a basic framework and toolkit for conducting stress tests. Finally, the paper reviews some of the stress-testing analyses conducted in the context of the Financial Sector Assessment Program (FSAP) and suggests simplified approaches to deal with situations where the quantity and quality of the data is less than ideal. 
538 |a Mode of access: Internet 
700 1 |a Blaschke, Winfrid. 
700 1 |a Jones, Matthew. 
700 1 |a Majnoni, Giovanni. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2001/088 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2001/088/001.2001.issue-088-en.xml  |z IMF e-Library