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Stress Testing Financial Systems: What to Do When the Governor Calls
Company: International Monetary Fund: Background Paper
Year Of Publication: 2004
Month Of Publication: July
Pages: 38
Download Count: 967
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Comment Num: 0
Language: EN
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Who Can Read: Free
Date: 1-8-2005
Publisher: Administrator
Summary
Stress testing is becoming a widely used tool to assess potential vulnerabilities in a financialsystem. This paper is intended to answer some of the basic questions that may arise as part ofthe process of stress testing. The paper begins with a discussion of stress testing in a financialsystem context, highlighting some of the differences between stress tests of systems and ofindividual portfolios. The paper provides an overview of the process itself, from identifyingvulnerabilities, to constructing scenarios, to interpreting the results. The experience of theIMF in conducting stress testing as part of the Financial Sector Assessment Program (FSAP)is also discussed.
Author(s)
Jones, Matthew T. Sign in to follow this author
Hilbers, Paul Sign in to follow this author
Slack, Graham Sign in to follow this author
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