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A Guide To Imf Stress Testing Methods And Models

Pub Date : 2014-12-23 | Author : Ms. Li L. Ong | Publisher : International Monetary Fund

ISBN 10 : 9781475551297
ISBN 13 : 1475551290

The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF ..


A Guide To Imf Stress Testing Methods And Models

Pub Date : 2014-12-23 | Author : Ms. Li L. Ong | Publisher : International Monetary Fund

ISBN 10 : 9781498370417
ISBN 13 : 1498370411

The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF ..


A Guide To Imf Stress Testing

Pub Date : 2014 | Author : Li Lian Ong | Publisher :

ISBN 10 : 1484368584
ISBN 13 : 9781484368589

The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF ..


Credibility And Crisis Stress Testing

Pub Date : 2013-08-09 | Author : Ms. Li L. Ong | Publisher : International Monetary Fund

ISBN 10 : 9781475527063
ISBN 13 : 1475527063

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 ..


Designing Effective Macroprudential Stress Tests

Pub Date : 2015-06-30 | Author : Mr. Dimitri G. Demekas | Publisher : International Monetary Fund

ISBN 10 : 9781513504018
ISBN 13 : 1513504010

Giving stress tests a macroprudential perspective requires (i) incorporating general equilibrium dimensions, so that the outcome of the test depends not only on the size of the sho..


Stress Testing The Banking System

Pub Date : 2009-10-15 | Author : Mario Quagliariello | Publisher : Cambridge University Press

ISBN 10 : 9781139482837
ISBN 13 : 1139482831

Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public authorities for finan..