Coverart for item
The Resource Introduction to Applied Stress Testing, Martin Cihak

Introduction to Applied Stress Testing, Martin Cihak

Label
Introduction to Applied Stress Testing
Title
Introduction to Applied Stress Testing
Statement of responsibility
Martin Cihak
Creator
Author
Subject
Genre
Language
eng
Summary
Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests, and illustrate their strengths and weaknesses. Using an Excel-based exercise with institution-by-institution data, readers are walked through stress testing for credit risk, interest rate and exchange rate risks, liquidity risk and contagion risk, and are guided in the design of stress testing scenarios. The paper also describes the links between stress testing and other analytical tools, such as financial soundness indicators and supervisory early warning systems. Furthermore, it includes surveys of stress testing practices in central banks and the IMF
Member of
Cataloging source
DcWaIMF
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Čihák, Martin
Government publication
international or intergovernmental publication
LC call number
K4452.I57
LC item number
C543 2007 ONLINE
Literary form
non fiction
Nature of contents
dictionaries
Series statement
IMF Working Paper
Series volume
WP/07/59
http://library.link/vocab/subjectName
  • Banking
  • Capital Adequacy
  • Financial Institutions and Services: General
  • Financial Sector
  • Financial Stability
  • Foreign Exchange
  • Austria
  • Belgium
  • Netherlands
  • Norway
  • United Kingdom
Label
Introduction to Applied Stress Testing, Martin Cihak
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
imfWPIEA2007059
Dimensions
unknown
Extent
1 online resource (74 pages)
Form of item
online
Isbn
9781451866230
Issn
1018-5941
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451866230.001
Specific material designation
remote
System control number
(IMF)WPIEA2007059
Label
Introduction to Applied Stress Testing, Martin Cihak
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
imfWPIEA2007059
Dimensions
unknown
Extent
1 online resource (74 pages)
Form of item
online
Isbn
9781451866230
Issn
1018-5941
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451866230.001
Specific material designation
remote
System control number
(IMF)WPIEA2007059

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