The Resource Stress testing at the IMF, Marina Moretti, Stéphanie Stolz, and Mark Swinburne, (electronic book)

Stress testing at the IMF, Marina Moretti, Stéphanie Stolz, and Mark Swinburne, (electronic book)

Label
Stress testing at the IMF
Title
Stress testing at the IMF
Statement of responsibility
Marina Moretti, Stéphanie Stolz, and Mark Swinburne
Creator
Contributor
Author
Subject
Language
eng
Summary
For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FSAP). It provides background on the nature of an FSAP and the role of macro stress testing within it. It also describes how the methodology of stress testing in FSAPs has been evolving and what are fairly common approaches now being used. Finally, it discusses the main strengths and challenges for future development of macro stress testing in FSAPs and provides an overview of stress testing practice in European FSAPs
Member of
Cataloging source
CaPaEBR
http://library.link/vocab/creatorName
Moretti, Marina
Dewey number
332.1
Illustrations
illustrations
Index
no index present
LC call number
HG186.A2
LC item number
.M67 2008eb
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Stolz, Stephanie Marie
  • Swinburne, Mark
  • International Monetary Fund
Series statement
IMF working paper
Series volume
WP/08/206
http://library.link/vocab/subjectName
  • Financial institutions
  • Risk assessment
  • Finance
Label
Stress testing at the IMF, Marina Moretti, Stéphanie Stolz, and Mark Swinburne, (electronic book)
Instantiates
Publication
Copyright
Carrier category
online resource
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type MARC source
rdacontent
Control code
ebr10369373
Dimensions
unknown
Extent
1 online resource (25 pages)
Form of item
online
Media category
computer
Media MARC source
rdamedia
Note
Electronic reproduction. Palo Alto, Calif. : ebrary, 2014. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Original version note
Original electronic resource
Other physical details
illustrations, tables.
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Stress testing at the IMF, Marina Moretti, Stéphanie Stolz, and Mark Swinburne, (electronic book)
Publication
Copyright
Carrier category
online resource
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type MARC source
rdacontent
Control code
ebr10369373
Dimensions
unknown
Extent
1 online resource (25 pages)
Form of item
online
Media category
computer
Media MARC source
rdamedia
Note
Electronic reproduction. Palo Alto, Calif. : ebrary, 2014. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Original version note
Original electronic resource
Other physical details
illustrations, tables.
Reproduction note
Electronic resource.
Specific material designation
remote

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