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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Bibliografiska uppgifter
Huvudupphovsman: Martinez Peria, Maria
Övriga upphovsmän: Blaschke, Winfrid, Jones, Matthew, Majnoni, Giovanni
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2001.
Serie:IMF Working Papers; Working Paper ; No. 2001/088
Länkar:Full text available on IMF