Stress Testing

Principles, Concepts, and Frameworks

This is the second volume in the "A Guide to IMF Stress Testing" series. The objective of this volume is to present IMF staff’s further analyses and applications of these tools. Stress test exercises must be undertaken within a coherent and comprehensive framework; they must take into account "best practice" principles and incorporate key concepts; and they must hold up under intense scrutiny given their ability to significantly influence results.
Publication date: November 2020
ISBN: 9781484310717
$65.00
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Topics covered in this book

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Best practice principles , credit risk , financial crisis , FSAP , information gaps , insurance , liquidity risk , sovereign risk , spillovers , stress testing

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