Macrofinancial Stress Testing - Principles and Practices—Background Material

Publication Date:

August 29, 2012

Electronic Access:

Free Full Text (PDF file size is 602 KB).Use the free Adobe Acrobat Reader to view this PDF file

Summary:

Staff conducted a survey of stress testing practices among selected national central banks and supervisory authorities. The online survey was undertaken in November 2011 as part of the preparatory work for the paper on ―Macrofinancial Stress Testing: Principles and Practices. The survey focused on stress testing for banks, which is more widespread and better established—and practices are therefore easier to compare across countries—but also included questions on stress testing for nonbank financial institutions.

Series:

Policy Papers

Subject:

English

Publication Date:

August 29, 2012

Price:

Free

Format:

Paper

Please address any questions about this title to publications@imf.org