Credibility and Crisis Stress Testing /

Credibility is the bedrock of any crisis stress test. The use of stress tests to manage systemic risk was introduced by the U.S. authorities in 2009 in the form of the Supervisory Capital Assessment Program. Since then, supervisory authorities in other jurisdictions have also conducted similar exerc...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Ong, Li
مؤلفون آخرون: Pazarbasioglu, Ceyla
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2013.
سلاسل:IMF Working Papers; Working Paper ; No. 2013/178
الوصول للمادة أونلاين:Full text available on IMF