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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Xehetasun bibliografikoak
Egile nagusia: Ong, Li
Beste egile batzuk: Pazarbasioglu, Ceyla
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2013.
Saila:IMF Working Papers; Working Paper ; No. 2013/178
Sarrera elektronikoa:Full text available on IMF