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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| その他の著者: | |
| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2013.
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| シリーズ: | IMF Working Papers; Working Paper ;
No. 2013/178 |
| オンライン･アクセス: | Full text available on IMF |