Hidden Bibliographic Details
| Other authors / contributors: | International Monetary Fund. Monetary and Capital Markets Department.
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| ISBN: | 128244834X
9781282448346
1451910762
9781451910766
1462345743
9781462345748
9786613821539
6613821535
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| Notes: | Includes bibliographical references (pages 71-74).
Restrictions unspecified
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212
English.
digitized 2010 HathiTrust Digital Library committed to preserve
Print version record.
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| Summary: | Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests, and illustrate their strengths and weaknesses. Using an Excel-based exercise with institution-by-institution data, readers are walked through stress testing for credit risk, interest rate and exchange rate risks, liquidity risk and contagion risk, and are guided in the design of stress testing scenarios. The paper also describes the links between stress testing and other analytical tools, such as financial soundness indicators and supervisory early warning systems. Furthermore, it includes surveys of stress testing practices in central banks and the IMF.
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| Other form: | Print version: Čihák, Martin. Introduction to applied stress testing. Washington, D.C. : International Monetary Fund, ©2007
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| Standard no.: | 10.5089/9781451910766.001
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