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|c 5.00 USD
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|z 9781589064027
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|a 0538-8759
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|a BD-DhAAL
|c BD-DhAAL
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|a Jones, Matthew.
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|a Stress Testing Financial Systems /
|c Matthew Jones, Paul Hilbers.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2004.
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|a 1 online resource (15 pages)
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|a Pamphlet Series
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a Stress testing is becoming a widely used tool to assess potential vulnerabilities in a financial system. This booklet is intended to answer some of the basic questions that may arise as part of the process of stress testing. The pamphlet begins with a discussion of stress testing in a financial system context, highlighting some of the differences between stress tests of systems and of individual portfolios. The booklet provides an overview of the process itself, from identifying vulnerabilities, to constructing scenarios, to interpreting the results. The experience of the IMF in conducting stress testing as part of the Financial Sector Assessment Program (FSAP) is also discussed.
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|a Mode of access: Internet
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|a Foreign Exchange
|2 imf
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|a International Agreements and Observance
|2 imf
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|a International Organizations
|2 imf
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|a Hilbers, Paul.
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|a Pamphlet Series; Pamphlet Series, No.
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/books/054/06525-9781589064027-en/06525-9781589064027-en-book.xml
|z IMF e-Library
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