Related Books
Language: en
Pages: 84
Pages: 84
Type: BOOK - Published: 2014-07-22 - Publisher: International Monetary Fund
Over the last decade, stress testing has become a central aspect of the Fund’s bilateral and multilateral surveillance work. Recently, more emphasis has also
Language: en
Pages: 83
Pages: 83
Type: BOOK - Published: 2014 - Publisher:
Language: en
Pages: 34
Pages: 34
Type: BOOK - Published: 2015-06-30 - Publisher: International Monetary Fund
Giving stress tests a macroprudential perspective requires (i) incorporating general equilibrium dimensions, so that the outcome of the test depends not only on
Language: en
Pages: 73
Pages: 73
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund
This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps
Language: en
Pages: 79
Pages: 79
Type: BOOK - Published: 2018-09-11 - Publisher: International Monetary Fund
Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer