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...

Mô tả đầy đủ

Chi tiết về thư mục
Tác giả chính: Ong, Li
Tác giả khác: Pazarbasioglu, Ceyla
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2013.
Loạt:IMF Working Papers; Working Paper ; No. 2013/178
Truy cập trực tuyến:Full text available on IMF