A Guide to IMF Stress Testing: Methods and Models

December 23, 2014

Preview Citation

Format: Chicago

Li L Ong. A Guide to IMF Stress Testing: Methods and Models, (USA: International Monetary Fund, 2014) accessed November 21, 2024

Summary

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 staff over the years and that can be applied to the gamut of financial systems. An added resource for readers is the companion CD-Rom, which makes available the toolkit with some of the models presented in the book (also located at elibrary.imf.org/page/stress-test-toolkit).

Subject: Banking, Commercial banks, Credit risk, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Loans, Nonperforming loans, Stress testing

Keywords: Africa, Balance sheet, BNP Paribas, BOOK, Caribbean, Commercial banks, Credit growth, Credit risk, Distress dependence, Eastern Europe, Europe, Global, IMF staff, Loans, Nonperforming loans, Shortfall exercise, Southern Europe, Stress test framework, Stress testing

Publication Details

Pages:

612
Volume:

---
DOI:

---
Issue:

---
Series:

Books
Stock No:

SOASTEA
ISBN:

---
ISSN:

---

FACTSHEETS

RESOURCES

TOPICS

Flagship Publications

Other Publications

IMF reports and publications by country

Regional Offices

All News

See Also

For Journalists

Press Center

RESOURCES

FLAGSHIPS

KEY SERIES

IMF NOTES

Books