{
  "title": "A Guide to IMF Stress Testing: Methods and Models",
  "publication": "Books, December 23, 2014",
  "sourceUrl": "https://www.imf.org/en/publications/books/issues/2016/12/31/a-guide-to-imf-stress-testing-methods-and-models-41117",
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  "summary": "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.",
  "sections": [
    {
      "heading": "Overview",
      "content": "- The IMF has had extensive involvement in the stress testing of financial systems in its member countries.\n- 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.\n- 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).\n- Format and availability notes: More formats on IMF eLibrary; Order a Print Copy; Create Citation options provided."
    },
    {
      "heading": "Key Content Themes",
      "content": "- Methods and models for stress testing financial systems.\n- Applicability across a wide range of financial systems and jurisdictions.\n- Practical toolkit provided via companion CD-Rom and online repository."
    },
    {
      "heading": "Subjects Covered",
      "content": "- Banking\n- Commercial banks\n- Credit risk\n- Financial institutions\n- Financial regulation and supervision\n- Financial sector policy and analysis\n- Loans\n- Nonperforming loans\n- Stress testing"
    },
    {
      "heading": "Keywords and Geographic/Contextual Coverage",
      "content": "- Africa; Caribbean; Eastern Europe; Europe; Global; Southern Europe\n- 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\n\n---\n\n\nSource: https://www.imf.org/en/publications/books/issues/2016/12/31/a-guide-to-imf-stress-testing-methods-and-models-41117"
    }
  ],
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    "[Markdown version](/en/publications/books/issues/2016/12/31/a-guide-to-imf-stress-testing-methods-and-models-41117/index.md)",
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    "Authors: Li L Ong",
    "Published: December 23, 2014",
    "Series: Books",
    "DOI: https://doi.org/10.5089/9781484368589.071",
    "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.",
    "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.",
    "Banking",
    "Commercial banks",
    "Credit risk",
    "Financial institutions",
    "Financial regulation and supervision",
    "Financial sector policy and analysis",
    "Loans",
    "Nonperforming loans",
    "Stress testing",
    "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"
  ],
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}