IMF Publications by Subject

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Stress testing
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Title: A New Heuristic Measure of Fragility and Tail Risks : Application to Stress Testing
Author/Editor:Christian Schmieder ; Tidiane Kinda ; Nassim N. Taleb ; Elena Loukoianova ; Elie Canetti
lblSeries:Working Paper No. 12/216
Subject: Banks ; Economic models ; Public debt ; Stress testing
Title: Belgium
lblSeries:Country Report No. 13/137
Subject: Banking sector ; Liquidity ; Insurance ; Stress testing ; Risk management ; Financial Sector Assessment Program ; Belgium
Title: Credibility and Crisis Stress Testing
Author/Editor:Li L. Ong ; Ceyla Pazarbasioglu
lblSeries:Working Paper No. 13/178
Subject: Stress testing ; Banking systems ; Transparency ; Bank supervision ; Risk management
Title: From Stress to Costress : Stress Testing Interconnected Banking Systems
Author/Editor:Rodolfo Maino ; Kalin Tintchev
lblSeries:Working Paper No. 12/53
Subject: Banking systems ; Credit expansion ; Credit risk ; Economic models ; External shocks ; Risk management ; Stress testing
Title: How to Capture Macro-Financial Spillover Effects in Stress Tests?
Author/Editor:Heiko Hesse ; Ferhan Salman ; Christian Schmieder
lblSeries:Working Paper No. 14/103
Subject: Spillovers ; Europe ; Financial contagion ; Financial systems ; Stress testing ; Regression analysis ; Econometric models
Title: Macroprudential Solvency Stress Testing of the Insurance Sector
Author/Editor:Andreas A. Jobst ; Nobuyasu Sugimoto ; Timo Broszeit
lblSeries:Working Paper No. 14/133
Subject: Stress testing ; Insurance companies ; Macroprudential Policy ; Surveillance
Title: New Zealand Banks’ Vulnerabilities and Capital Adequacy
Author/Editor:B. Jang ; Masahiko Kataoka
lblSeries:Working Paper No. 13/7
Subject: Banks ; New Zealand ; Capital ; Stress testing
Title: Next Generation Balance Sheet Stress Testing
Author/Editor:Christian Schmieder ; Maher Hasan ; Claus Puhr
lblSeries:Working Paper No. 11/83
Subject: Bank supervision ; Banks ; Basel Core Principles ; Credit risk ; Financial risk ; Risk management ; Stress testing
Title: Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example
Author/Editor:Cihák, Martin ; Ong, Li
lblSeries:Working Paper No. 10/156
Subject: Liquidity ; External shocks ; Iceland ; Stress testing

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