Stress Testing at the IMF /

This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps of an IMF staff stress test. They are followed by a discussion on how IMF staff uses stress tests results for policy advice. The paper concl...

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書目詳細資料
主要作者: Adrian, Tobias
其他作者: Morsink, James, Schumacher, Liliana
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2020.
叢編:Departmental Papers; Departmental Paper ; No. 2020/001
在線閱讀:Full text available on IMF