Stress Testing Financial Systems : What to Do When the Governor Calls /

Stress testing is becoming a widely used tool to assess potential vulnerabilities in a financial system. This paper is intended to answer some of the basic questions that may arise as part of the process of stress testing. The paper begins with a discussion of stress testing in a financial system co...

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Hlavní autor: Hilbers, Paul
Další autoři: Jones, Matthew, Slack, Graham
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2004.
Edice:IMF Working Papers; Working Paper ; No. 2004/127
On-line přístup:Full text available on IMF