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What to Do When the Governor Calls
出版International Monetary Fund, 2004-07-01
主題Business & Economics / Economics / MacroeconomicsBusiness & Economics / Economics / GeneralBusiness & Economics / International / Economics
ISBN14519002609781451900262
URLhttp://books.google.com.hk/books?id=t5TsULzIm-AC&hl=&source=gbs_api
註釋Stress testing is becoming a widely used tool to assess potential vulnerabilities in a financial system. This paper is intended to answer some of the basic questions that may arise as part of the process of stress testing. The paper begins with a discussion of stress testing in a financial system context, highlighting some of the differences between stress tests of systems and of individual portfolios. The paper provides an overview of the process itself, from identifying vulnerabilities, to constructing scenarios, to interpreting the results. The experience of the IMF in conducting stress testing as part of the Financial Sector Assessment Program (FSAP) is also discussed.