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...

詳細記述

書誌詳細
第一著者: Martinez Peria, Maria
その他の著者: Blaschke, Winfrid, Jones, Matthew, Majnoni, Giovanni
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2001.
シリーズ:IMF Working Papers; Working Paper ; No. 2001/088
オンライン・アクセス:Full text available on IMF