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A guide to IMF stress testing

methods and models

International Monetary Fund author

Format:Set / collection

Publisher:International Monetary Fund (IMF)

Published:30th Jan '15

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A guide to IMF stress testing cover

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 toolkit, which makes available some of the macros and program codes used in the models

ISBN: 9781484368589

Dimensions: unknown

Weight: unknown

609 pages