Stress Testing Financial Systems
September 27, 2004
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Format: Chicago
Matthew T Jones, and Paul Louis Ceriel Hilbers. Stress Testing Financial Systems, (USA: International Monetary Fund, 2004) accessed November 19, 2024
Summary
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 questions that may arise as part of the process of stress testing. The pamphlet begins with a discussion of stress testing in a financial system context, highlighting some of the differences between stress tests of systems and of individual portfolios. The booklet provides an overview of the process itself, from identifying vulnerabilities, to constructing scenarios, to interpreting the results. The experience of the IMF in conducting stress testing as part of the Financial Sector Assessment Program (FSAP) is also discussed.
Publication Details
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Pages:
15
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Volume:
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DOI:
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Issue:
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Series:
Pamphlet Series, No.
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Stock No:
STFSEA
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ISBN:
9781589064027
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ISSN:
0538-8759
