A Guide to IMF Stress Testing: Methods and Models

Author: Ms. Li L Ong

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.

Publication date: December 2014

ISBN: 9781484368589

$65.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

	Paperback	PDF	ePub	Mobi
English

Topics covered in this book

This title contains information about the following subjects. Click on a subject if you would like to see other titles with the same subjects.

Business and Economics , Banks and Banking , Finance , Money and Monetary Policy , BOOK , IMF staff , balance sheet , BNP Paribas , credit growth , shortfall exercise , Stress testing , Loans , Credit risk , Nonperforming loans , Commercial banks , Global , Europe , Eastern Europe , Southern Europe , Africa , distress dependence , stress test framework , Caribbean

Also of interest

The Macroeconomics of the Arab States of the Gulf

Public Financial Management in Latin America

Financial Policy Workshops : The Case of Kenya

In the Wake of the Crisis : Leading Economists Reassess Economic Policy

Summary

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. An added resource for readers is the companion CD-Rom, which makes available the toolkit with some of the models presented in the book (also located at elibrary.imf.org/page/stress-test-toolkit).