A Guide to IMF Stress Testing : Methods and Models

A Guide to IMF Stress Testing : Methods and Models

Author
Li Lian Ong
Publisher
International Monetary Fund
Language
English
Year
2014
Page
591
ISBN
9781484368589,9781475551297
File Type
pdf
File Size
15.1 MiB

The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF staff over the years and that can be applied to the gamut of financial systems.

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