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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Hilbers, Paul
Weitere Verfasser: Jones, Matthew, Slack, Graham
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2004.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2004/127
Online Zugang:Full text available on IMF