Coverart for item
The Resource Stress testing at the IMF, prepared by Marina Moretti, Stéphanie Stolz, and Mark Swinburne

Stress testing at the IMF, prepared by Marina Moretti, Stéphanie Stolz, and Mark Swinburne

Label
Stress testing at the IMF
Title
Stress testing at the IMF
Statement of responsibility
prepared by Marina Moretti, Stéphanie Stolz, and Mark Swinburne
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FSAP). It provides background on the nature of an FSAP and the role of macro stress testing within it. It also describes how the methodology of stress testing in FSAPs has been evolving and what are fairly common approaches now being used. Finally, it discusses the main strengths and challenges for future development of macro stress testing in FSAPs and provides an overview of stress testing practice in European FSAPs
Member of
Action
digitized
Cataloging source
OCLCE
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Moretti, Marina
Government publication
international or intergovernmental publication
Index
no index present
Language note
English
LC call number
HG3881.5.I58
LC item number
W67 NO.08/206 ONLINE
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Stolz, Stephanie Marie
  • Swinburne, Mark
  • International Monetary Fund
http://library.link/vocab/subjectName
  • International Monetary Fund
  • Financial institutions
  • Risk assessment
  • Finance
  • Institutions financières
  • Évaluation du risque
  • Finances
  • Finance
  • Financial institutions
  • Europe
  • Finanzsektor
  • Marktrisiko
  • Kreditrisiko
  • Welt
Label
Stress testing at the IMF, prepared by Marina Moretti, Stéphanie Stolz, and Mark Swinburne
Instantiates
Publication
Copyright
Note
  • At the head of title: Monetary and Capital Markets Department
  • "September 2008."
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 22-23)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
International Monetary Fund
Control code
762952420
Dimensions
unknown
Extent
1 online resource (23 pages)
File format
one file format
Form of item
online
Isbn
9781462365883
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)762952420
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Label
Stress testing at the IMF, prepared by Marina Moretti, Stéphanie Stolz, and Mark Swinburne
Publication
Copyright
Note
  • At the head of title: Monetary and Capital Markets Department
  • "September 2008."
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 22-23)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
International Monetary Fund
Control code
762952420
Dimensions
unknown
Extent
1 online resource (23 pages)
File format
one file format
Form of item
online
Isbn
9781462365883
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)762952420
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

Library Locations

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