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其他書名
An Overview of Issues, Methodologies, and FSAP Experiences
出版International Monetary Fund, 2001-06-01
主題Business & Economics / Finance / GeneralBusiness & Economics / Banks & Banking
ISBN14518511629781451851168
URLhttp://books.google.com.hk/books?id=2pJTzQEACAAJ&hl=&source=gbs_api
註釋The paper has three objectives. After a general introduction to some of the concepts and basic techniques of stress testing, the paper gives an overview of some of the conceptual issues involved in evaluating risks at the aggregated level of financial systems. Second, this study provides a basic framework and toolkit for conducting stress tests. Finally, the paper reviews some of the stress-testing analyses conducted in the context of the Financial Sector Assessment Program (FSAP) and suggests simplified approaches to deal with situations where the quantity and quality of the data is less than ideal.