A Guide to IMF Stress Testing: Methods and Models
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).
Series:
Books
Subject:
Banking Commercial banks Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Loans Nonperforming loans Stress testing
English
Publication Date:
December 23, 2014
ISBN/ISSN:
9781484368589
Stock No:
SOASTEA
Pages:
612
Please address any questions about this title to publications@imf.org