Next Generation Balance Sheet Stress Testing
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Language: en
Pages: 44
Pages: 44
Type: BOOK - Published: 2011-04-01 - Publisher: International Monetary Fund
This paper presents a "second-generation" solvency stress testing framework extending applied stress testing work centered on Cihák (2007). The framework seeks
Language: en
Pages: 63
Pages: 63
Type: BOOK - Published: 2012-01-01 - Publisher: International Monetary Fund
A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to s
Language: en
Pages: 73
Pages: 73
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund
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
Language: en
Pages: 84
Pages: 84
Type: BOOK - Published: 2014-07-22 - Publisher: International Monetary Fund
Over the last decade, stress testing has become a central aspect of the Fund’s bilateral and multilateral surveillance work. Recently, more emphasis has also
Language: en
Pages: 318
Pages: 318
Type: BOOK - Published: 2016-11-26 - Publisher: Academic Press
Stress Testing and Risk Integration in Banks provides a comprehensive view of the risk management activity by means of the stress testing process. An introducti