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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Библиографические подробности
Главный автор: Martinez Peria, Maria
Другие авторы: Blaschke, Winfrid, Jones, Matthew, Majnoni, Giovanni
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2001.
Серии:IMF Working Papers; Working Paper ; No. 2001/088
Online-ссылка:Full text available on IMF