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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Détails bibliographiques
Auteur principal: Martinez Peria, Maria
Autres auteurs: Blaschke, Winfrid, Jones, Matthew, Majnoni, Giovanni
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2001.
Collection:IMF Working Papers; Working Paper ; No. 2001/088
Accès en ligne:Full text available on IMF