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...

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Hlavní autor: Ong, Li
Další autoři: Pazarbasioglu, Ceyla
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2013.
Edice:IMF Working Papers; Working Paper ; No. 2013/178
On-line přístup:Full text available on IMF