A Guide to IMF Stress Testing: Methods and Models
Books, December 23, 2014
Source details
- Canonical URL
- A Guide to IMF Stress Testing: Methods and Models
Other formats
Bibliographic details
- Authors: Li L Ong
- Published: December 23, 2014
- Series: Books
- DOI: https://doi.org/10.5089/9781484368589.071
Overview
- 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).
- Format and availability notes: More formats on IMF eLibrary; Order a Print Copy; Create Citation options provided.
Key Content Themes
- Methods and models for stress testing financial systems.
- Applicability across a wide range of financial systems and jurisdictions.
- Practical toolkit provided via companion CD-Rom and online repository.
Subjects Covered
- Banking
- Commercial banks
- Credit risk
- Financial institutions
- Financial regulation and supervision
- Financial sector policy and analysis
- Loans
- Nonperforming loans
- Stress testing
Keywords and Geographic/Contextual Coverage
- Africa; Caribbean; Eastern Europe; Europe; Global; Southern Europe
- balance sheet; BNP Paribas; BOOK; Commercial banks; credit growth; Credit risk; distress dependence; IMF staff; Loans; Nonperforming loans; shortfall exercise; stress test framework; Stress testing