Related Books

Sovereign Risk in Macroprudential Solvency Stress Testing
Language: en
Pages: 59
Authors: Mr.Andreas A. Jobst
Categories: Business & Economics
Type: BOOK - Published: 2019-12-06 - Publisher: International Monetary Fund

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This paper explains the treatment of sovereign risk in macroprudential solvency stress testing, based on the experiences in the Financial Sector Assessment Prog
Macroprudential Solvency Stress Testing of the Insurance Sector
Language: en
Pages: 84
Authors: Mr.Andreas A. Jobst
Categories: Business & Economics
Type: BOOK - Published: 2014-07-22 - Publisher: International Monetary Fund

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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
A Framework for Macroprudential Bank Solvency Stress Testing
Language: en
Pages: 55
Authors: Mr.Andreas A. Jobst
Categories: Business & Economics
Type: BOOK - Published: 2013-03-13 - Publisher: International Monetary Fund

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The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF
Stress Testing at the IMF
Language: en
Pages: 73
Authors: Mr.Tobias Adrian
Categories: Business & Economics
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund

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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
Designing Effective Macroprudential Stress Tests
Language: en
Pages: 34
Authors: Mr.Dimitri G. Demekas
Categories: Business & Economics
Type: BOOK - Published: 2015-06-30 - Publisher: International Monetary Fund

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