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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Bibliografski detalji
Glavni autor: Ong, Li
Daljnji autori: Pazarbasioglu, Ceyla
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2013.
Serija:IMF Working Papers; Working Paper ; No. 2013/178
Online pristup:Full text available on IMF