Related Books
Language: en
Pages: 47
Pages: 47
Type: BOOK - Published: 2020-07-03 - Publisher: International Monetary Fund
The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite
Language: en
Pages: 73
Pages: 73
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund
This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps
Language: en
Pages: 64
Pages: 64
Type: BOOK - Published: 2013-08-09 - Publisher: International Monetary Fund
Credibility is the bedrock of any crisis stress test. The use of stress tests to manage systemic risk was introduced by the U.S. authorities in 2009 in the form
Language: en
Pages: 84
Pages: 84
Type: BOOK - Published: 2014-07-22 - Publisher: International Monetary Fund
Over the last decade, stress testing has become a central aspect of the Fund’s bilateral and multilateral surveillance work. Recently, more emphasis has also
Language: en
Pages: 34
Pages: 34
Type: BOOK - Published: 2015-06-30 - Publisher: International Monetary Fund
Giving stress tests a macroprudential perspective requires (i) incorporating general equilibrium dimensions, so that the outcome of the test depends not only on