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Stress Testing of Financial Systems: An Overview of Issues...
Year Of Publication: 2001
Month Of Publication: June
Pages: 57
Download Count: 1563
View Count: 8166
Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 3-29-2004
Publisher: Administrator
Summary
The paper has three objectives. After a general introduction to some of the concepts and basic techniques of stress testing, the paper gives an overview of some of the conceptual issues involved in evaluating risks at the aggregated level of financial systems. Second, this study provides a basic framework and toolkit for conducting stress tests. Finally, the paper reviews some of the stress-testing analyses conducted in the context of the Financial Sector Assessment Program and suggests simplified approaches to deal with situations where the quantity and quality of the data is less than ideal.
Author(s)
Blaschke, Winfrid Sign in to follow this author
Jones, Matthew T. Sign in to follow this author
Majnoni, Giovanni Sign in to follow this author
Martinez Peria, Soledad Sign in to follow this author
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