Related Books
Language: en
Pages: 47
Pages: 47
Type: BOOK - Published: 2020-07-03 - Publisher: International Monetary Fund
The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite
Language: en
Pages: 18
Pages: 18
Type: BOOK - Published: 2013-04-10 - Publisher: International Monetary Fund
Despite increased need for top-down stress tests of financial institutions, performing them is challenging owing to the absence of granular information on banks
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: 18
Pages: 18
Type: BOOK - Published: 2004-09-27 - Publisher: International Monetary Fund
Stress testing is becoming a widely used tool to assess potential vulnerabilities in a financial system. This booklet is intended to answer some of the basic qu