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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Hilbers, Paul
מחברים אחרים: Jones, Matthew, Slack, Graham
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2004.
סדרה:IMF Working Papers; Working Paper ; No. 2004/127
גישה מקוונת:Full text available on IMF