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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Bibliografski detalji
Glavni autor: Martinez Peria, Maria
Daljnji autori: Blaschke, Winfrid, Jones, Matthew, Majnoni, Giovanni
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2001.
Serija:IMF Working Papers; Working Paper ; No. 2001/088
Online pristup:Full text available on IMF