A Guide to IMF Stress Testing: Methods and Models
December 23, 2014
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The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF staff over the years and that can be applied to the gamut of financial systems. An added resource for readers is the companion CD-Rom, which makes available the toolkit with some of the models presented in the book (also located at elibrary.imf.org/page/stress-test-toolkit).
Subject: Banking, Commercial banks, Credit risk, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Loans, Nonperforming loans, Stress testing
Keywords: Africa, balance sheet, BNP Paribas, BOOK, Caribbean, Commercial banks, credit growth, Credit risk, distress dependence, Eastern Europe, Europe, Global, IMF staff, Loans, Nonperforming loans, shortfall exercise, Southern Europe, stress test framework, Stress testing
Pages:
612
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Books
Stock No:
SOASTEA
ISBN:
9781484368589
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