Stress testing : principles, concepts, and frameworks /
Stress testing : principles, concepts, and frameworks /
edited by Li Lian Ong and Andreas A. Jobst.
- xvi, 526 pages : illustrations (some coloured) ; 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.
9781484310717
International Monetary Fund.
Banks and banking, International.
Risk assessment--Econometric models.
HG4915 STR
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.
9781484310717
International Monetary Fund.
Banks and banking, International.
Risk assessment--Econometric models.
HG4915 STR