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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Chi tiết về thư mục
Tác giả chính: Hilbers, Paul
Tác giả khác: Jones, Matthew, Slack, Graham
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2004.
Loạt:IMF Working Papers; Working Paper ; No. 2004/127
Truy cập trực tuyến:Full text available on IMF