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...

ver descrição completa

Detalhes bibliográficos
Autor principal: Martinez Peria, Maria
Outros Autores: Blaschke, Winfrid, Jones, Matthew, Majnoni, Giovanni
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2001.
Colecção:IMF Working Papers; Working Paper ; No. 2001/088
Acesso em linha:Full text available on IMF