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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Detalles Bibliográficos
Autor Principal: Martinez Peria, Maria
Outros autores: Blaschke, Winfrid, Jones, Matthew, Majnoni, Giovanni
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2001.
Series:IMF Working Papers; Working Paper ; No. 2001/088
Acceso en liña:Full text available on IMF