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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Autor principal: Martinez Peria, Maria
Altres autors: Blaschke, Winfrid, Jones, Matthew, Majnoni, Giovanni
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2001.
Col·lecció:IMF Working Papers; Working Paper ; No. 2001/088
Accés en línia:Full text available on IMF