Stress testing : principles, concepts, and frameworks /
editors Li Lian Ong and Andreas A. Jobst.
- xvi, 526 pages : illustrations (some color) ; 29 cm
Includes bibliographical references and index.
The objective of this book is to present IMF staff's further analyses and applications of these tools. Stress test exercises must be undertaken within a coherent and comprehensive framework; they must take into account "best practice" principles and incorporate key concepts; and they must hold up under intense scrutiny given their ability to significantly influence results.
1484310713 9781484310717
2021287312
International Monetary Fund.
International Monetary Fund.
Efficient market theory.
Risk assessment--Econometric models.
Banks and banking, International.
Financial crises.
Banks and banking, International.
Efficient market theory.
Financial crises.
Risk assessment--Econometric models.
338.5 / STR 2020
Includes bibliographical references and index.
The objective of this book is to present IMF staff's further analyses and applications of these tools. Stress test exercises must be undertaken within a coherent and comprehensive framework; they must take into account "best practice" principles and incorporate key concepts; and they must hold up under intense scrutiny given their ability to significantly influence results.
1484310713 9781484310717
2021287312
International Monetary Fund.
International Monetary Fund.
Efficient market theory.
Risk assessment--Econometric models.
Banks and banking, International.
Financial crises.
Banks and banking, International.
Efficient market theory.
Financial crises.
Risk assessment--Econometric models.
338.5 / STR 2020
