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