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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書目詳細資料
主要作者: Hilbers, Paul
其他作者: Jones, Matthew, Slack, Graham
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2004.
叢編:IMF Working Papers; Working Paper ; No. 2004/127
在線閱讀:Full text available on IMF