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Language: en
Pages: 729
Pages: 729
Type: BOOK - Published: 2022-04-14 - Publisher:
Discover current uses and future development of stress tests, the most innovative regulatory tool to prevent and fight financial crises.
Language: en
Pages: 355
Pages: 355
Type: BOOK - Published: 2009-10-15 - Publisher: Cambridge University Press
Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public a
Language: en
Pages: 483
Pages: 483
Type: BOOK - Published: 2021-05-10 - Publisher: Walter de Gruyter GmbH & Co KG
Reverse stress testing was introduced in risk management as a regulatory tool for financial institutions more than a decade ago. The recent Covid-19 crisis illu
Language: en
Pages: 379
Pages: 379
Type: BOOK - Published: 2017-05-30 - Publisher: Columbia University Press
Spurred by the success of the first stress test of US banks toward the end of the global economic crisis in 2009, stress testing of large financial institutions
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