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...

詳細記述

書誌詳細
第一著者: Hilbers, Paul
その他の著者: Jones, Matthew, Slack, Graham
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2004.
シリーズ:IMF Working Papers; Working Paper ; No. 2004/127
オンライン・アクセス:Full text available on IMF