Stress testing at the IMF

Resource Information

The work Stress testing at the IMF represents a distinct intellectual or artistic creation found in University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.

Label

Stress testing at the IMF

Statement of responsibility

Marina Moretti, Stéphanie Stolz, and Mark Swinburne

Creator

• Moretti, Marina

Contributor

• Stolz, Stephanie Marie
• Swinburne, Mark
• Stolz, Stephanie Marie
• Swinburne, Mark
• International Monetary Fund, Monetary and Capital Markets Department
• International Monetary Fund, Monetary and Capital Markets Department.

Author

• Moretti, Marina
• Stolz, Stephanie Marie
• Stolz, Stephanie Marie
• Swinburne, Mark
• Swinburne, Mark

Subject

• Finance -- Europe -- Evaluation
• Financial institutions -- Europe -- Evaluation
• Risk assessment -- Europe -- Evaluation

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

• Online access with subscription: Proquest Ebook Central

Cataloging source

CaPaEBR

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

Series statement

IMF working paper

Series volume

WP/08/206